The transfer principle: a tool for complete case analysis

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

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zbMATH Keywords

missing at randomefficient estimationpartially linear modelstransfer principlemartingale transform test for normal errorstesting for linearity

Mathematics Subject Classification ID

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
• Testing for additivity in partially linear regression with possibly missing responses
• Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data
• Weighted least squares estimation with missing responses: an empirical likelihood approach
• Robust inference in partially linear models with missing responses
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
• Model checks for nonparametric regression with missing data: a comparative study
• Robust inference for nonlinear regression models
• Estimating additive models with missing responses
• Model checking for parametric regressions with response missing at random
• General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
• Semiparametric \(M\)-estimation with non-smooth criterion functions
• Partially linear varying coefficient models with missing at random responses
• Testing marginal homogeneity of a continuous bivariate distribution with possibly incomplete paired data
• Efficiency for heteroscedastic regression with responses missing at random

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