Efficient inverse probability weighting method for quantile regression with nonignorable missing data
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Cites work
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- Empirical likelihood ratio confidence regions
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- Limiting distributions for \(L_1\) regression estimators under general conditions
- Maximum Likelihood Estimation of Misspecified Models
- Missing-Data Methods for Generalized Linear Models
- Multiple imputation in quantile regression
- Power Transformation Toward a Linear Regression Quantile
- Quantile regression for competing risks data with missing cause of failure
- Regression Quantiles
- Robust estimation of distribution functions and quantiles with non-ignorable missing data
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- Simulation and the Asymptotics of Optimization Estimators
- The central role of the propensity score in observational studies for causal effects
- Using calibration weighting to adjust for nonresponse under a plausible model
Cited in
(24)- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
- An efficient estimation for the parameter in additive partially linear models with missing covariates
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses
- Nonparametric quantile regression estimation for functional data with responses missing at random
- Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response
- Efficient estimation of quantiles in missing data models
- Importance sampling imputation algorithms in quantile regression with their application in CGSS data
- The Horvitz-Thompson weighting method for quantile regression estimation in the presence of missing covariates
- On Inverse Probability Weighting for Nonmonotone Missing at Random Data
- Nonparametric quantile regression with missing data using local estimating equations
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data
- Empirical likelihood in varying-coefficient quantile regression with missing observations
- Statistical inferences for varying coefficient partially non linear model with missing covariates
- Smoothed quantile regression with nonignorable dropouts
- Robust inference for estimating equations with nonignorably missing data based on SIR algorithm
- Efficient quantile regression analysis with missing observations
- Weighted empirical likelihood for quantile regression with non ignorable missing covariates
- Quantile Regression for Nonignorable Missing Data with Its Application of Analyzing Electronic Medical Records
- Nonparametric regression with nonignorable missing covariates and outcomes using bounded inverse weighting
- Improved multiple quantile regression estimation with nonignorable dropouts
- Variable selection and parameter estimation in distributed high-dimensional quantile regression with responses missing at random
- Model-free feature screening for ultrahigh dimensional data with responses missing not at random
- Fully nonparametric inverse probability weighting estimation with nonignorable missing data and its extension to missing quantile regression
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