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Nonparametric Regression With Missing Outcomes Using Weighted Kernel Estimating Equations

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  • Wang, Lu
  • Rotnitzky, Andrea
  • Lin, Xihong

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  • Wang, Lu & Rotnitzky, Andrea & Lin, Xihong, 2010. "Nonparametric Regression With Missing Outcomes Using Weighted Kernel Estimating Equations," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1135-1146.
  • Handle: RePEc:bes:jnlasa:v:105:i:491:y:2010:p:1135-1146
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    1. HÄRDLE, Wolfgang & HART, Jeffrey & MARRON, Steve & TSYBAKOV, Alexander, "undated". "Bandwith choice for average derivative estimation," CORE Discussion Papers RP 977, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Newey, Whitney K, 1994. "The Asymptotic Variance of Semiparametric Estimators," Econometrica, Econometric Society, pages 1349-1382.
    3. Whitney K. Newey & Fushing Hsieh & James M. Robins, 2004. "Twicing Kernels and a Small Bias Property of Semiparametric Estimators," Econometrica, Econometric Society, pages 947-962.
    4. Hardle, Wolfgang & Tsybakov, A. B., 1993. "How sensitive are average derivatives?," Journal of Econometrics, Elsevier, pages 31-48.
    5. Hidehiko Ichimura & Petra E. Todd, 2006. "Implementing Nonparametric and Semiparametric Estimators," CIRJE F-Series CIRJE-F-452, CIRJE, Faculty of Economics, University of Tokyo.
    6. Satyajit Chatterjee & Dean Corbae, 1994. "Money and finance in a model of costly commitment," Working Papers 94-25, Federal Reserve Bank of Philadelphia.
    7. Horowitz, Joel & Hardle, Wolfgang, 1994. "Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates," Working Papers 94-22, University of Iowa, Department of Economics.
    8. Y. Nishiyama & P. M. Robinson, 2000. "Edgeworth Expansions for Semiparametric Averaged Derivatives," Econometrica, Econometric Society, pages 931-980.
    9. Haerdle,Wolfgang & Stoker,Thomas, 1987. "Investigations smooth multiple regression by the method of average derivatives," Discussion Paper Serie A 107, University of Bonn, Germany.
    10. Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Econometric Theory, Cambridge University Press, pages 176-200.
    11. Robinson, P M, 1995. "The Normal Approximation for Semiparametric Averaged Derivatives," Econometrica, Econometric Society, pages 667-680.
    12. Ichimura, Hidehiko & Todd, Petra E., 2007. "Implementing Nonparametric and Semiparametric Estimators," Handbook of Econometrics,in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74 Elsevier.
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    Cited by:

    1. Chen, Qixuan & Paik, Myunghee Cho & Kim, Minjin & Wang, Cuiling, 2016. "Using link-preserving imputation for logistic partially linear models with missing covariates," Computational Statistics & Data Analysis, Elsevier, pages 174-185.
    2. Majid Mojirsheibani & Timothy Reese, 2017. "Kernel regression estimation for incomplete data with applications," Statistical Papers, Springer, pages 185-209.
    3. Timothy Reese & Majid Mojirsheibani, 2017. "On the $$L_p$$ L p norms of kernel regression estimators for incomplete data with applications to classification," Statistical Methods & Applications, Springer;Società Italiana di Statistica, pages 81-112.
    4. Han, Peisong, 2012. "A note on improving the efficiency of inverse probability weighted estimator using the augmentation term," Statistics & Probability Letters, Elsevier, pages 2221-2228.

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