Missing data analysis with sufficient dimension reduction

doi:10.1002/cjs.11700

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	Missing data analysis with sufficient dimension reduction
	ZHENG, Siming 1,2; WAN, Alan T. K.2; ZHOU, Yong 3,4
	2022-05-11
发表期刊	CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
ISSN	0319-5724
页码	22
摘要	This article develops a two-step procedure for estimating the unknown parameters in a model that contains a fixed but large number of covariates, more moment conditions than unknown parameters, and responses that are missing at random. We propose a sufficient dimension reduction method to be implemented in the first step and prove that the method is asymptotically valid. In the second step, we apply three well-known missing data handling mechanisms together with the generalized method of moments to the reduced-dimensional subspace to obtain estimates of unknown parameters. We investigate the theoretical properties of the proposed methods, including the effects of dimension reduction on the asymptotic distributions of the estimators. Our results refute a claim in an earlier study that dimension reduction yields the same asymptotic distributions of estimators as when the reduced-dimensional structure is the true structure. We illustrate our method by way of a simulation study and a real clinical trial data example.
关键词	Asymptotically equivalent estimating equations projection generalized method of moments inverted probability weighting missing at random
DOI	10.1002/cjs.11700
收录类别	SCI
语种	英语
资助项目	National Key Research and Development Program of China[2021YFA1000100] ; National Key Research and Development Program of China[2021YFA1000101] ; State Key Program of National Natural Science Foundation of China[71931004] ; Hong Kong Research Grant Council[9042873] ; National Natural Science Foundation of China[71973116]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000793387300001
出版者	WILEY
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/61271
专题	中国科学院数学与系统科学研究院
通讯作者	ZHOU, Yong
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 2.City Univ Hong Kong, Dept Management Sci, Hong Kong, Peoples R China 3.MOE, Key Lab Adv Theory & Applicat Stat & Data Sci, Shanghai, Peoples R China 4.East China Normal Univ, Acad Stat & Interdisciplinary Sci, Shanghai, Peoples R China
推荐引用方式 GB/T 7714	ZHENG, Siming,WAN, Alan T. K.,ZHOU, Yong. Missing data analysis with sufficient dimension reduction[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,2022:22.
APA	ZHENG, Siming,WAN, Alan T. K.,&ZHOU, Yong.(2022).Missing data analysis with sufficient dimension reduction.CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,22.
MLA	ZHENG, Siming,et al."Missing data analysis with sufficient dimension reduction".CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE (2022):22.