Efficient robust estimation for single-index mixed effects models with missing observations

DOI10.1007/S00362-023-01407-2MaRDI QIDQ6549162zbMATH OpenFDO

Authors Liugen Xue, Junshan Xie

Publication date 3 June 2024

Published in Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

missing observationbias-correction techniqueefficient robust estimatorsingle-index mixed effects modelweighted-imputed method

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15)

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Cites work

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• Empirical likelihood for single-index models with responses missing at random
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• Empirical likelihood ratio confidence regions
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• Estimation for a partial-linear single-index model
• Estimation for the single-index models with random effects
• Estimation in Partially Linear Models With Missing Covariates
• Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
• Generalized Partially Linear Single-Index Models
• Longitudinal data analysis using generalized linear models
• Multiple imputation in quantile regression
• Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
• Nonparametric checks for single-index models
• On M-processes and M-estimation
• Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
• Semiparametric efficiency in GMM models with auxiliary data
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

Cited in

(1)

• Double penalized variable selection for high-dimensional partial linear mixed effects models

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