An Extended Single Index Model with Missing Response at Random
An extended single-index model is considered when responses are missing at random. A three-step estimation procedure is developed to define an estimator for the single index parameter vector by a joint estimating equation. The proposed estimator is shown to be asymptotically normal. An iterative scheme for computing this estimator is proposed. This algorithm only involves one-dimensional nonparametric smoothers, thereby avoiding the data sparsity problem caused by high model dimensionality. Some simulation study is conducted to investigate the finite sample performances of the pro- posed estimators.
|Date of creation:||Jan 2014|
|Contact details of provider:|| Postal: Spandauer Str. 1,10178 Berlin|
Web page: http://sfb649.wiwi.hu-berlin.de
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Wang Q. & Linton O. & Hardle W., 2004.
"Semiparametric Regression Analysis With Missing Response at Random,"
Journal of the American Statistical Association,
American Statistical Association, vol. 99, pages 334-345, January.
- Wolfgang Hardle & Oliver Linton & Qihua Wang, 2003. "Semiparametric regression analysis with missing response at random," CeMMAP working papers CWP11/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Zonghui Hu & Dean A. Follmann & Jing Qin, 2010. "Semiparametric dimension reduction estimation for mean response with missing data," Biometrika, Biometrika Trust, vol. 97(2), pages 305-319.
- Ding, Xiaobo & Wang, Qihua, 2011. "Fusion-Refinement Procedure for Dimension Reduction With Missing Response at Random," Journal of the American Statistical Association, American Statistical Association, vol. 106(495), pages 1193-1207.
When requesting a correction, please mention this item's handle: RePEc:hum:wpaper:sfb649dp2014-003. 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: (RDC-Team)
If references are entirely missing, you can add them using this form.