Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates
文献类型：期刊论文
| 作者 | Huang, Bin1,3; Wang, Qihua1,2
|
| 刊名 | JOURNAL OF MULTIVARIATE ANALYSIS
 |
| 出版日期 | 2010-10-01 |
| 卷号 | 101期号:9页码:2078-2090 |
| 关键词 | Transformation models Missing covariates Weighted estimator Kernel smoothing |
| ISSN号 | 0047-259X |
| DOI | 10.1016/j.jmva.2010.02.008 |
| 英文摘要 | Missing covariate data are very common in regression analysis. In this paper, the weighted estimating equation method (Qi et al., 2005) [25] is used to extend the so-called unified estimation procedure (Chen et al., 2002) [4] for linear transformation models to the case of missing covariates. The non-missingness probability is estimated nonparametrically by the kernel smoothing technique. Under missing at random, the proposed estimators are shown to be consistent and asymptotically normal, with the asymptotic variance estimated consistently by the usual plug-in method. Moreover, the proposed estimators are more efficient than the weighted estimators with the inverse of true non-missingness probability as weight. Finite sample performance of the estimators is examined via simulation and a real dataset is analyzed to illustrate the proposed methods. (c) 2010 Elsevier Inc. All rights reserved. |
| 资助项目 | National Science Fund for Distinguished Young Scholars in China[10725106] ; National Natural Science Foundation of China[10671198] ; National Science Fund for Creative Research Groups in China ; Key Lab of Complex Structure and Data Science, CAS ; Yunnan University |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000280566400013 |
| 出版者 | ELSEVIER INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/10736]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, Qihua |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Yunnan Univ, Sch Math & Stat, Kunming 650091, Peoples R China 3.CUFE, China Econ & Management Acad, Beijing 100081, Peoples R China |
| 推荐引用方式 GB/T 7714 | Huang, Bin,Wang, Qihua. Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2010,101(9):2078-2090. |
| APA | Huang, Bin,&Wang, Qihua.(2010).Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates.JOURNAL OF MULTIVARIATE ANALYSIS,101(9),2078-2090. |
| MLA | Huang, Bin,et al."Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates".JOURNAL OF MULTIVARIATE ANALYSIS 101.9(2010):2078-2090. |
入库方式： OAI收割
来源：数学与系统科学研究院
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