An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data

DOI10.1007/S00180-020-00964-6MaRDI QIDQ2228216zbMATH OpenOpenAlexFDO

Authors Jing Sun

Publication date 17 February 2021

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-020-00964-6

zbMATH Keywords

composite quantile regressionconditionally independentempirical likelihoodmissing covariatesmissing not at random

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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Cites work

• An improved and efficient estimation method for varying-coefficient model with missing covariates
• Composite quantile regression and the oracle model selection theory
• Composite versus model-averaged quantile regression
• EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
• Empirical likelihood and general estimating equations
• Empirical likelihood for non-smooth criterion functions
• Empirical likelihood ratio confidence regions
• 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 test procedures for composite quantile regression with covariates missing at random
• scientific article; zbMATH DE number 1834445 (Why is no real title available?)
• Oracle model selection for nonlinear models based on weighted composite quantile regression
• Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
• Quantile regression.
• Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data
• Subsample Ignorable Likelihood for Regression Analysis with Missing Data
• Two stage smoothing in additive models with missing covariates
• Variable selection for additive partial linear quantile regression with missing covariates
• Weighted local linear composite quantile estimation for the case of general error distributions
• Weighted local linear CQR for varying-coefficient models with missing covariates
• Weighted quantile regression with missing covariates using empirical likelihood

Cited in

(8)

• Handling missing data by deleting completely observed records
• A propensity score adjustment method for regression models with nonignorable missing covariates
• Optimal subsampling for composite quantile regression in big data
• A Semiparametric Missing-Data-Induced Intensity Method for Missing Covariate Data in Individually Matched Case-Control Studies
• Weighted optimization with thresholding for complete-case analysis
• Improving estimation efficiency for regression with MNAR covariates
• Empirical likelihood weighted composite quantile regression with partially missing covariates
• Weighted composite quantile regression analysis for nonignorable missing data using nonresponse instrument

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