Improved kth power expectile regression with nonignorable dropouts

DOI10.1080/02664763.2021.1919606MaRDI QIDQ5867698zbMATH OpenOpenAlexFDO

Authors Dongyu Li, Lei Wang

Publication date 14 September 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2021.1919606

zbMATH Keywords

empirical likelihoodinverse probability weightingexpectile regressionmissing not at randomnonresponse instrumentdropout propensity

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites work

• scientific article; zbMATH DE number 1834445 (Why is no real title available?)
• scientific article; zbMATH DE number 795282 (Why is no real title available?)
• A joint modelling approach for longitudinal studies
• A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
• A moving average Cholesky factor model in covariance modelling for longitudinal data
• A semiparametric estimation of mean functionals with nonignorable missing data
• An instrumental variable approach for identification and estimation with nonignorable nonresponse
• Analysis of longitudinal data by combining multiple dynamic covariance models
• Analysis of multivariate missing data with nonignorable nonresponse
• Asymmetric Least Squares Estimation and Testing
• Bayesian quantile regression for longitudinal studies with nonignorable missing data
• Efficient estimation for longitudinal data by combining large-dimensional moment conditions
• Empirical likelihood and general estimating equations
• Empirical likelihood ratio confidence regions
• Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
• Identification and inference with nonignorable missing covariate data
• Improving estimation efficiency in quantile regression with longitudinal data
• Improving generalised estimating equations using quadratic inference functions
• Large Sample Properties of Generalized Method of Moments Estimators
• Longitudinal data analysis using generalized linear models
• Model‐Assisted Regression Estimators for Longitudinal Data with Nonignorable Dropout
• On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
• Quantile regression for longitudinal data with a working correlation model
• Regression Quantiles
• Semiparametric inverse propensity weighting for nonignorable missing data
• Semiparametric mean-covariance regression analysis for longitudinal data
• The Analysis of Categorical Data From Complex Sample Surveys: Chi-Squared Tests for Goodness of Fit and Independence in Two-Way Tables
• The \(k\)th power expectile regression
• Weighted empirical likelihood for generalized linear models with longitudinal data

Cited in

(2)

• A power analysis for Model-X knockoffs with \(\ell_p\)-regularized statistics
• Estimation and inference for multi-kink expectile regression with nonignorable dropout

This page was built for publication: Improved kth power expectile regression with nonignorable dropouts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5867698)