Name
Abstract | ||
|---|---|---|
This paper considers estimation of the semiparametric multi-index model with missing covariates at random. A weighted estimating equation is suggested by invoking the inverse selection probability approach, and estimators of the indices are respectively defined when the selection probability is known in advance, is estimated parametrically and nonparametrically. The consistency is provided. For the single-index model, the large sample properties show that the estimators with both parametric and nonparametric plug-in estimations can play an important role to achieve smaller limiting variances than the estimator with the true selection probability. Simulation studies are carried out to assess the finite sample performance of the proposed estimators. The proposed methods are applied to an AIDS clinical trials dataset to examine which method could be more efficient. A horse colic dataset is also analyzed for illustration. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1016/j.jmva.2013.10.006 | J. Multivariate Analysis |
Keywords | Field | DocType |
horse colic dataset,true selection probability,single-index model,large sample property,missing covariates,proposed estimator,finite sample performance,semiparametric multi-index model,multi-index regression model,inverse selection probability approach,selection probability,single index model | Econometrics,Inverse,Covariate,Regression analysis,Nonparametric statistics,Parametric statistics,Single-index model,Statistics,Mathematics,Estimator,Estimating equations | Journal |
Volume | ISSN | Citations |
123, | 0047-259X | 0 |
PageRank | References | Authors |
0.34 | 2 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Xu Guo | 1 | 6 | 5.09 |
| Wangli Xu | 2 | 9 | 6.40 |
| Lixing Zhu | 3 | 116 | 34.41 |