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

DOI10.1016/J.SPL.2015.09.009MaRDI QIDQ900966zbMATH OpenOpenAlexFDO

Authors 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

varying-coefficient modelinverse probability weightingmissing mechanismweighted quantile average estimation

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(11)

• An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
• The estimation of generalized varying-coefficient models with response variables missing at random
• 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
• On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
• Bayesian estimation of varying-coefficient models with missing data, with application to the Singapore Longitudinal Aging Study
• Empirical likelihood weighted composite quantile regression with partially missing covariates
• Estimation and inference of combining quantile and least-square regressions with missing data
• Estimation and asymptotic property of the adaptive variable coefficient EV model with response variables missing
• Robust estimation and inference for general varying coefficient models with missing observations
• Testing for parametric component of partially linear models with missing covariates

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