Statistical estimation in partial linear models with covariate data missing at random

doi:10.1007/s10463-007-0137-1

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	Statistical estimation in partial linear models with covariate data missing at random
	Wang, Qi-Hua1,2
	2009-03-01
发表期刊	ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
ISSN	0020-3157
卷号	61 期号:1 页码:47-84
摘要	In this paper, we consider the partial linear model with the covariables missing at random. A model calibration approach and a weighting approach are developed to define the estimators of the parametric and nonparametric parts in the partial linear model, respectively. It is shown that the estimators for the parametric part are asymptotically normal and the estimators of g(center dot) converge to g(center dot) with an optimal convergent rate. Also, a comparison between the proposed estimators and the complete case estimator is made. A simulation study is conducted to compare the finite sample behaviors of these estimators based on bias and standard error.
关键词	Model calibration Weighted estimator Asymptotic normality
DOI	10.1007/s10463-007-0137-1
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000263127800003
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/7702
专题	应用数学研究所
通讯作者	Wang, Qi-Hua
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	Wang, Qi-Hua. Statistical estimation in partial linear models with covariate data missing at random[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2009,61(1):47-84.
APA	Wang, Qi-Hua.(2009).Statistical estimation in partial linear models with covariate data missing at random.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,61(1),47-84.
MLA	Wang, Qi-Hua."Statistical estimation in partial linear models with covariate data missing at random".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 61.1(2009):47-84.