A propensity score adjustment method for regression models with nonignorable missing covariates
From MaRDI portal
Publication:1660142
Recommendations
- Weighted composite quantile regression analysis for nonignorable missing data using nonresponse instrument
- Imputation-based adjusted score equations in generalized linear models with nonignorable missing covariate values
- An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
- A nonparametric approach to weighted estimating equations for regression analysis with missing covariates
- Efficient Robust Estimation for Linear Models with Missing Response at Random
Cites work
- scientific article; zbMATH DE number 5503185 (Why is no real title available?)
- scientific article; zbMATH DE number 1834445 (Why is no real title available?)
- scientific article; zbMATH DE number 224166 (Why is no real title available?)
- A semiparametric estimation of mean functionals with nonignorable missing data
- An instrumental variable approach for identification and estimation with nonignorable nonresponse
- Composite quantile regression and the oracle model selection theory
- Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
- Empirical likelihood for estimating equations with nonignorably missing data
- Large Sample Properties of Generalized Method of Moments Estimators
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Missing Covariates in Generalized Linear Models When the Missing Data Mechanism is Non-ignorable
- Missing-Data Methods for Generalized Linear Models
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Point estimation with exponentially tilted empirical likelihood
- Quantile regression.
- Semiparametric theory and missing data.
- Two step composite quantile regression for single-index models
- Using calibration weighting to adjust for nonresponse under a plausible model
- Weak convergence and empirical processes. With applications to statistics
Cited in
(21)- A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse
- Estimation of Conditional Prevalence From Group Testing Data With Missing Covariates
- Bayesian local influence analysis of general estimating equations with nonignorable missing data
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Weighted rank estimation for nonparametric transformation models with nonignorable missing data
- Estimation and test of restricted linear EV model with nonignorable missing covariates
- Statistical inference for nonignorable missing-data problems: a selective review
- Regularized calibrated estimation of propensity scores with model misspecification and high-dimensional data
- Efficient inverse probability weighting method for quantile regression with nonignorable missing data
- Propensity score estimation using classification and regression trees in the presence of missing covariate data
- A mean score method for missing and auxiliary covariate data in regression models
- A latent class model to multiply impute missing treatment indicators in observational studies when inferences of the treatment effect are made using propensity score matching
- Efficient estimation in a partially specified nonignorable propensity score model
- Weighted composite quantile regression analysis for nonignorable missing data using nonresponse instrument
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses
- BAGEL: a non-ignorable missing value estimation method for mixed attribute datasets
- Measuring model misspecification: application to propensity score methods with complex survey data
- Adjustment for Missing Confounders Using External Validation Data and Propensity Scores
- Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data
- Coarsened Propensity Scores and Hybrid Estimators for Missing Data and Causal Inference
- Empirical likelihood weighted composite quantile regression with partially missing covariates
This page was built for publication: A propensity score adjustment method for regression models with nonignorable missing covariates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1660142)
