Semiparametric regression analysis with missing response at random
文献类型：期刊论文
| 作者 | Wang, QH ; Linton, O; Hardle, W
|
| 刊名 | JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
 |
| 出版日期 | 2004-06-01 |
| 卷号 | 99期号:466页码:334-345 |
| 关键词 | empirical likelihood partially linear model semiparametric imputation weighting estimator |
| ISSN号 | 0162-1459 |
| DOI | 10.1198/016214504000000449 |
| 英文摘要 | We develop inference tools in a semiparametric partially linear regression model with missing response data. A class of estimators is defined that includes as special cases a semiparametric regression imputation estimator, a marginal average estimator, and a (marginal) propensity score weighted estimator. We show that any of our class of estimators is asymptotically normal. The three special estimators have the same asymptotic variance. They achieve the serniparametric efficiency bound in the homoscedastic Gaussian case. We show that the jackknife method can be used to consistently estimate the asymptotic variance. Our model and estimators are defined with a view to avoid the curse of dimensionality, which severely limits the applicability of existing methods. The empirical likelihood method is developed. It is shown that when missing responses are imputed using the semiparametric regression method the empirical log-likelihood is asymptotically a scaled chi-squared variable. An adjusted empirical log-likelihood ratio, which is asymptotically standard chisquared, is obtained. Also, a bootstrap empirical log-likelihood ratio is derived and its distribution is used to approximate that of the imputed empirical log-likelihood ratio. A simulation study is conducted to compare the adjusted and bootstrap empirical likelihood with the normal approximation-based method in terms of coverage accuracies and average lengths of confidence intervals. Based on biases and standard errors, a comparison is also made by simulation between the proposed estimators and the related estimators. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000221572500004 |
| 出版者 | AMER STATISTICAL ASSOC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/605]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, QH |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Univ London London Sch Econ & Polit Sci, Dept Econ, London WC2A 2AE, England 3.Humboldt Univ, Ctr Appl Stat & Econ, D-10178 Berlin, Germany |
| 推荐引用方式 GB/T 7714 | Wang, QH,Linton, O,Hardle, W. Semiparametric regression analysis with missing response at random[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,2004,99(466):334-345. |
| APA | Wang, QH,Linton, O,&Hardle, W.(2004).Semiparametric regression analysis with missing response at random.JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,99(466),334-345. |
| MLA | Wang, QH,et al."Semiparametric regression analysis with missing response at random".JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 99.466(2004):334-345. |
入库方式： OAI收割
来源：数学与系统科学研究院
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