Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates

doi:10.1016/j.jmva.2010.02.008

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	Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates
	Huang, Bin 1,3; Wang, Qihua1,2
	2010-10-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	101 期号:9 页码:2078-2090
摘要	Missing covariate data are very common in regression analysis. In this paper, the weighted estimating equation method (Qi et al., 2005) [25] is used to extend the so-called unified estimation procedure (Chen et al., 2002) [4] for linear transformation models to the case of missing covariates. The non-missingness probability is estimated nonparametrically by the kernel smoothing technique. Under missing at random, the proposed estimators are shown to be consistent and asymptotically normal, with the asymptotic variance estimated consistently by the usual plug-in method. Moreover, the proposed estimators are more efficient than the weighted estimators with the inverse of true non-missingness probability as weight. Finite sample performance of the estimators is examined via simulation and a real dataset is analyzed to illustrate the proposed methods. (c) 2010 Elsevier Inc. All rights reserved.
关键词	Transformation models Missing covariates Weighted estimator Kernel smoothing
DOI	10.1016/j.jmva.2010.02.008
语种	英语
资助项目	National Science Fund for Distinguished Young Scholars in China[10725106] ; National Natural Science Foundation of China[10671198] ; National Science Fund for Creative Research Groups in China ; Key Lab of Complex Structure and Data Science, CAS ; Yunnan University
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000280566400013
出版者	ELSEVIER INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/10737
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Yunnan Univ, Sch Math & Stat, Kunming 650091, Peoples R China 3.CUFE, China Econ & Management Acad, Beijing 100081, Peoples R China
推荐引用方式 GB/T 7714	Huang, Bin,Wang, Qihua. Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2010,101(9):2078-2090.
APA	Huang, Bin,&Wang, Qihua.(2010).Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates.JOURNAL OF MULTIVARIATE ANALYSIS,101(9),2078-2090.
MLA	Huang, Bin,et al."Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates".JOURNAL OF MULTIVARIATE ANALYSIS 101.9(2010):2078-2090.