Estimation in partially linear models with missing responses at random

doi:10.1016/j.jmva.2006.10.003

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	Estimation in partially linear models with missing responses at random
	Wanga, Qihua; Sun, Zhihua
	2007-08-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	98 期号:7 页码:1470-1493
摘要	A partially linear model is considered when the responses are missing at random. Imputation, semiparametric regression surrogate and inverse marginal probability weighted approaches are developed to estimate the regression coefficients and the nonparametric function, respectively. All the proposed estimators for the regression coefficients are shown to be asymptotically normal, and the estimators for the nonparametric function are proved to converge at an optimal rate. A simulation study is conducted to compare the finite sample behavior of the proposed estimators. (c) 2006 Elsevier Inc. All rights reserved.
关键词	imputation estimator regression surrogate estimator inverse marginal probability weighted estimator asymptotic normality
DOI	10.1016/j.jmva.2006.10.003
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000247973000009
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/4818
专题	应用数学研究所
通讯作者	Wanga, Qihua
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Wanga, Qihua,Sun, Zhihua. Estimation in partially linear models with missing responses at random[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2007,98(7):1470-1493.
APA	Wanga, Qihua,&Sun, Zhihua.(2007).Estimation in partially linear models with missing responses at random.JOURNAL OF MULTIVARIATE ANALYSIS,98(7),1470-1493.
MLA	Wanga, Qihua,et al."Estimation in partially linear models with missing responses at random".JOURNAL OF MULTIVARIATE ANALYSIS 98.7(2007):1470-1493.