本文選題：EMB + 多重插補(bǔ)法�。� 參考：《數(shù)量經(jīng)濟(jì)技術(shù)經(jīng)濟(jì)研究》2016年10期

【摘要】：基于EMB多重插補(bǔ)法的線性模型系數(shù)估計量,分析其統(tǒng)計性質(zhì),并與PMM多重插補(bǔ)法以及DA插補(bǔ)法進(jìn)行比較。模擬結(jié)果顯示,隨著無回答率增加,系數(shù)估計量的偏差絕對值、均方誤差呈遞增趨勢,估計方差的遞增趨勢相對更顯著。在完全隨機(jī)無回答機(jī)制或隨機(jī)無回答機(jī)制下,建議插補(bǔ)重數(shù)為15。在依賴被解釋變量的非隨機(jī)無回答機(jī)制下,建議插補(bǔ)重數(shù)可適當(dāng)增大。在依賴其他變量的非隨機(jī)無回答機(jī)制下,估計量的均方誤差和估計方差的差異大,使用EMB多重插補(bǔ)法要謹(jǐn)慎。
[Abstract]:The statistical properties of the linear model coefficient estimator based on EMB multiple interpolation method are analyzed and compared with PMM multiple interpolation method and DA interpolation method. The simulation results show that with the increase of the unanswered rate, the deviation absolute value of the coefficient estimator and the mean square error are increasing, and the increasing trend of the estimated variance is more significant. In the case of complete random no-answer mechanism or random no-answer mechanism, it is suggested that the number of interpolation weights be 15. It is suggested that the number of interpolation weights can be increased appropriately under the non-random no-answer mechanism which depends on the explained variables. Under the non-random no-answer mechanism which depends on other variables, the difference between the mean square error and the estimated variance of the estimator is large, so we should be careful to use the EMB multi-interpolation method.
【作者單位】： 天津財經(jīng)大學(xué)中國經(jīng)濟(jì)統(tǒng)計研究中心;
【基金】：國家社科基金重大項目“國家統(tǒng)計數(shù)據(jù)質(zhì)量管理研究”(09&ZD040) 國家自然科學(xué)基金項目“劣者淘汰兩階段自適應(yīng)臨床試驗的設(shè)計和分析”(11471239) 天津財經(jīng)大學(xué)研究生科研資助計劃項目(2015TCS034,2014TCB02)的資助
【分類號】：F224.0

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