An improved and efficient estimation method for varying-coefficient model with missing covariates

DOI10.1016/J.SPL.2015.09.009zbMath1328.62281OpenAlexW2258346934MaRDI QIDQ900966

Jing Sun, Qihang Sun

Publication date: 23 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.09.009

zbMATH Keywords

inverse probability weightingvarying-coefficient modelmissing mechanismweighted quantile average estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Related Items (6)

An efficient estimation for the parameter in additive partially linear models with missing covariates ⋮ Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random ⋮ Testing for parametric component of partially linear models with missing covariates ⋮ An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data ⋮ Estimation and inference of combining quantile and least-square regressions with missing data ⋮ Empirical likelihood weighted composite quantile regression with partially missing covariates

Cites Work

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• Weighted local linear CQR for varying-coefficient models with missing covariates
• Weighted local linear composite quantile estimation for the case of general error distributions
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Multiple imputation in quantile regression
• EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
• An Effective Bandwidth Selector for Local Least Squares Regression

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