A simple approach to construct confidence bands for a regression function with incomplete data

DOI10.1007/S10182-019-00351-7MaRDI QIDQ2176328zbMATH OpenOpenAlexFDO

Authors Ali Al-Sharadqah, Majid Mojirsheibani

Publication date 4 May 2020

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1812.03150

zbMATH Keywords

kernel regressionincomplete dataconfidence bands

Mathematics Subject Classification ID

General nonlinear regression (62J02) Nonparametric tolerance and confidence regions (62G15) Missing data (62D10)

Abstract: A long-standing problem in the construction of asymptotically correct confidence bands for a regression function $m(x)=E[Y|X=x]$, where $Y$ is the response variable influenced by the covariate $X$, involves the situation where $Y$ values may be missing at random, and where the selection probability, the density function $f(x)$ of $X$, and the conditional variance of $Y$ given $X$ are all completely unknown. This can be particularly more complicated in nonparametric situations. In this paper we propose a new kernel-type regression estimator and study the limiting distribution of the properly normalized versions of the maximal deviation of the proposed estimator from the true regression curve. The resulting limiting distribution will be used to construct uniform confidence bands for the underlying regression curve with asymptotically correct coverages. The focus of the current paper is on the case where $XinmathbbR$. We also perform numerical studies to assess the finite-sample performance of the proposed method. In this paper, both mechanics and the theoretical validity of our methods are discussed.

Recommendations

• Confidence intervals for nonparametric regression functions with missing data: multiple design case
• Confidence intervals for nonparametric regression functions with missing data
• Simultaneous confidence bands for nonparametric regression with missing covariate data
• Empirical likelihood confidence bands for distribution functions with missing responses
• Uniform confidence bands for nonparametric errors-in-variables regression

Cites work

• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• scientific article; zbMATH DE number 1301716 (Why is no real title available?)
• scientific article; zbMATH DE number 1834445 (Why is no real title available?)
• scientific article; zbMATH DE number 2104212 (Why is no real title available?)
• scientific article; zbMATH DE number 893887 (Why is no real title available?)
• scientific article; zbMATH DE number 3222478 (Why is no real title available?)
• A Generalization of Sampling Without Replacement From a Finite Universe
• A distribution-free theory of nonparametric regression
• A rank statistics approach to the consistency of a general bootstrap
• Adaptive Confidence Bands for Nonparametric Regression Functions
• Adaptive confidence bands in the nonparametric fixed design regression model
• Approximations for hybrids of empirical and partial sums processes
• Approximations for weighted bootstrap processes with an application
• Asymptotic maximal deviation of M-smoothers
• Bias-corrected Confidence Bands in Nonparametric Regression
• Bootstrap confidence bands and partial linear quantile regression
• Bootstrap confidence bands for regression curves and their derivatives
• Confidence Bands in Nonparametric Regression
• Confidence bands in quantile regression
• Confidence intervals for nonparametric regression functions with missing data
• Confidence intervals for nonparametric regression functions with missing data: multiple design case
• Empirical likelihood confidence bands for distribution functions with missing responses
• Estimation and confidence bands of a conditional survival function with censoring indicators missing at random
• Exchangeably weighted bootstraps of the general empirical process
• Fast large-sample goodness-of-fit tests for copulas
• Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap
• How do bootstrap and permutation tests work?
• Likelihood Ratio Confidence Bands in Non-parametric Regression with Censored Data
• Likelihood Ratio-Based Confidence Bands for Survival Functions
• Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap
• On confidence bands for multivariate nonparametric regression
• On limit distribution of maximal deviation of empirical distribution density and regression function. I.
• On limit distribution of maximal deviation of empirical distribution density and regression function. II.
• On the convergence rate of maximal deviation distribution for kernel regression estimates
• On the maximal deviation of the kernel regression function estimate
• Oracally efficient estimation for single-index link function with simultaneous confidence band
• Probabilities of maximal deviations for nonparametric regression function estimates
• Remarks on Non-Parametric Estimates for Density Functions and Regression Curves
• Resampling Student's \(t\)-type statistics
• Simultaneous bootstrap confidence bands in nonparametric regression
• Simultaneous confidence bands for Cox regression from semiparametric random censorship
• Weak and strong uniform consistency of kernel regression estimates
• Weighted bootstrapped kernel density estimators in two-sample problems

Cited in

(8)

• Simultaneous confidence bands and global inferences for extended partially linear single-index models
• Simultaneous confidence bands for nonparametric regression with missing covariate data
• Oracally Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates
• Confidence intervals for nonparametric regression functions with missing data: multiple design case
• A simple method to construct confidence bands in functional linear regression
• Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing
• Confidence intervals for nonparametric regression functions with missing data
• On the maximal deviation of kernel regression estimators with NMAR response variables

Describes a project that uses

Uses Software

• np

This page was built for publication: A simple approach to construct confidence bands for a regression function with incomplete data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2176328)