The local linear \(M\)-estimation with missing response data (Q2336401): Difference between revisions

Summary: This paper studies the nonparametric regressive function with missing response data. Three local linear \(M\)-estimators with the robustness of local linear regression smoothers are presented such that they have the same asymptotic normality and consistency. Then finite-sample performance is examined via simulation studies. Simulations demonstrate that the complete-case data \(M\)-estimator is not superior to the other two local linear \(M\)-estimators.