Weighted composite quantile regression analysis for nonignorable missing data using nonresponse instrument
DOI10.1080/10485252.2017.1285030zbMATH Open1369.62111OpenAlexW2586270687MaRDI QIDQ5266561FDOQ5266561
N. S. Tang, Hui Zhao, Pu-Ying Zhao, Zhaohai Li
Publication date: 16 June 2017
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2017.1285030
Recommendations
- An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
- Empirical likelihood weighted composite quantile regression with partially missing covariates
- Estimation of weighted composite quantile regression with missing covariates based on empirical likelihood
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response
variable selectionempirical likelihoodcomposite quantile regressionnonignorable missing datalocal identification
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
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- Identification in Parametric Models
- Empirical likelihood and general estimating equations
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- Analysis of multivariate missing data with nonignorable nonresponse
- Missing Covariates in Generalized Linear Models When the Missing Data Mechanism is Non-ignorable
- Empirical likelihood estimation for finite populations and the effective usage of auxiliary information
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- A Semiparametric Estimation of Mean Functionals With Nonignorable Missing Data
- Using calibration weighting to adjust for nonresponse under a plausible model
- Estimation With Survey Data Under Nonignorable Nonresponse or Informative Sampling
- Weighted local linear CQR for varying-coefficient models with missing covariates
- Semiparametric Pseudo-Likelihoods in Generalized Linear Models With Nonignorable Missing Data
- A propensity score adjustment method for regression models with nonignorable missing covariates
Cited In (5)
- A comparison of using weighted distribution and joint modeling for analyzing non-ignorable missing responses
- Empirical likelihood in varying-coefficient quantile regression with missing observations
- Improved multiple quantile regression estimation with nonignorable dropouts
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses
- Weighted Least Squares Analysis of Repeated Categorical Measurements with Outcomes Subject to Nonresponse
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