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Missing data analysis with sufficient dimension reduction

文献类型：期刊论文

作者ZHENG, Siming1,2; WAN, Alan T. K.2; ZHOU, Yong3,4
刊名CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
出版日期2022-05-11
页码22
关键词Asymptotically equivalent estimating equations projection generalized method of moments inverted probability weighting missing at random
ISSN号0319-5724
DOI10.1002/cjs.11700
英文摘要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.
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
语种英语
WOS记录号WOS:000793387300001
出版者WILEY
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/61270]  
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.

入库方式： OAI收割

来源：数学与系统科学研究院

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