The weighted least square based estimators with censoring indicators missing at random
DOI10.1016/J.JSPI.2012.04.016zbMATH Open1334.62117OpenAlexW1985049307MaRDI QIDQ453000FDOQ453000
Publication date: 18 September 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2012.04.016
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augmented inverse probability weightingmissing at randomimputationcensoring indicatorregression calibrationweighted least square
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Censored data models (62N01) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Cites Work
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- The Koul-Susarla-Van Ryzin and weighted least squares estimates for censored linear regression model: a comparative study
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Cited In (15)
- Quantile regression and variable selection for partially linear single-index models with missing censoring indicators
- Hierarchical weighted least squares in the presence of missing data
- Quantile difference estimation with censoring indicators missing at random
- A Revisit to the Application of Weighted Mixed Regression Estimation in Linear Models with Missing Data
- Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators
- Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random
- Reweighted estimators for additive hazard model with censoring indicators missing at random
- Weighted composite quantile regression with censoring indicators missing at random
- Composite quantile regression analysis of survival data with missing cause-of-failure information and its application to breast cancer clinical trial
- Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators
- Estimation and inferences for varying coefficient partially nonlinear quantile models with censoring indicators missing at random
- Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators
- Integrated square error of hazard rate estimation for survival data with missing censoring indicators
- Partially functional linear quantile regression model and variable selection with censoring indicators MAR
- Weighted local polynomial estimations of a non-parametric function with censoring indicators missing at random and their applications
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