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Surrogate space based dimension reduction for nonignorable nonresponse
Deng, Jianqiu1; Yang, Xiaojie2; Wang, Qihua1,3
AbstractSufficient dimension reduction (SDR) for nonignorable nonresponse poses a challenge and the literature about this issue is very rare. In the nonignorable case, the SDR methods developed for ignorable missing data generally yield serious estimation bias and thus are invalid. A regression-calibration-based cumulative mean estimation (RC-CUME) procedure is proposed to recover the central subspace (CS) with the aid of a surrogate subspace. Asymptotic properties of the RC-CUME are investigated. A modified BIC-type criterion is used to determine the structural dimension of the CS. Some extensions to other SDR methods are presented. Simulation studies are conducted to access the finite-sample performance of the proposed RC-CUME approach, and a real data set is analyzed for illustration. (C) 2021 Elsevier B.V. All rights reserved.
KeywordSufficient dimension reduction Nonignorable nonresponse Cumulative mean estimation Exponential tilting model Regression calibration Surrogate subspace
Indexed BySCI
Funding ProjectNational Natural Science Foundation of China[11871460] ; National Natural Science Foundation of China (project for Innovative Research Group in China)[61621003] ; Key Lab of Random Complex Structure and Data Science, CAS ; Basic Research Programs of Yunnan Provincial Science and Technology Department[202101AU070091]
WOS Research AreaComputer Science ; Mathematics
WOS SubjectComputer Science, Interdisciplinary Applications ; Statistics & Probability
WOS IDWOS:000721109600002
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Document Type期刊论文
Corresponding AuthorWang, Qihua
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
2.Yunnan Univ Finance & Econ, Sch Stat & Math, Kunming, Yunnan, Peoples R China
3.Zhejiang Gongshang Univ, Hangzhou, Peoples R China
Recommended Citation
GB/T 7714
Deng, Jianqiu,Yang, Xiaojie,Wang, Qihua. Surrogate space based dimension reduction for nonignorable nonresponse[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS,2022,168:18.
APA Deng, Jianqiu,Yang, Xiaojie,&Wang, Qihua.(2022).Surrogate space based dimension reduction for nonignorable nonresponse.COMPUTATIONAL STATISTICS & DATA ANALYSIS,168,18.
MLA Deng, Jianqiu,et al."Surrogate space based dimension reduction for nonignorable nonresponse".COMPUTATIONAL STATISTICS & DATA ANALYSIS 168(2022):18.
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