The transfer principle: a tool for complete case analysis
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Publication:741815
DOI10.1214/12-AOS1061zbMATH Open1296.62040arXiv1302.4605OpenAlexW2010444921MaRDI QIDQ741815FDOQ741815
Ursula U. Müller, Hira L. Koul, Anton Schick
Publication date: 15 September 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: This paper gives a general method for deriving limiting distributions of complete case statistics for missing data models from corresponding results for the model where all data are observed. This provides a convenient tool for obtaining the asymptotic behavior of complete case versions of established full data methods without lengthy proofs. The methodology is illustrated by analyzing three inference procedures for partially linear regression models with responses missing at random. We first show that complete case versions of asymptotically efficient estimators of the slope parameter for the full model are efficient, thereby solving the problem of constructing efficient estimators of the slope parameter for this model. Second, we derive an asymptotically distribution free test for fitting a normal distribution to the errors. Finally, we obtain an asymptotically distribution free test for linearity, that is, for testing that the nonparametric component of these models is a constant. This test is new both when data are fully observed and when data are missing at random.
Full work available at URL: https://arxiv.org/abs/1302.4605
missing at randomefficient estimationpartially linear modelstransfer principlemartingale transform test for normal errorstesting for linearity
Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)
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Cited In (16)
- Efficiently estimating the error distribution in nonparametric regression with responses missing at random
- Inference about the slope in linear regression: an empirical likelihood approach
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