کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1147598 957772 2012 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Semiparametric estimation for weighted average derivatives with responses missing at random
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Semiparametric estimation for weighted average derivatives with responses missing at random
چکیده انگلیسی

When responses are missing at random, we propose a semiparametric direct estimator for the missing probability and density-weighted average derivatives of a general nonparametric multiple regression function. An estimator for the normalized version of the weighted average derivatives is constructed as well using instrumental variables regression. The proposed estimators are computationally simple and asymptotically normal, and provide a solution to the problem of estimating index coefficients of single-index models with responses missing at random. The developed theory generalizes the method of the density-weighted average derivatives estimation of Powell et al. (1989) for the non-missing data case. Monte Carlo simulation studies are conducted to study the performance of the methods.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 142, Issue 1, January 2012, Pages 347–357
نویسندگان
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