Multiple Imputation for M -Regression With Censored Covariates
We develop a new multiple imputation approach for M -regression models with censored covariates. Instead of specifying parametric likelihoods, our method imputes the censored covariates by their conditional quantiles given the observed data, where the conditional quantiles are estimated through fitting a censored quantile regression process. The resulting estimator is shown to be consistent and asymptotically normal, and it improves the estimation efficiency by using information from cases with censored covariates. Compared with existing methods, the proposed method is more flexible as it does not require stringent parametric assumptions on the distributions of either the regression errors or the covariates. The finite sample performance of the proposed method is assessed through a simulation study and the analysis of a c-reactive protein dataset in the 2007--2008 National Health and Nutrition Examination Survey. This article has supplementary material online.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 107 (2012)
Issue (Month): 497 (March)
|Contact details of provider:|| Web page: http://www.tandfonline.com/UASA20|
|Order Information:||Web: http://www.tandfonline.com/pricing/journal/UASA20|
When requesting a correction, please mention this item's handle: RePEc:taf:jnlasa:v:107:y:2012:i:497:p:194-204. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael McNulty)
If references are entirely missing, you can add them using this form.