On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates | |
Wong, Heung2; Guo, Shaojun1; Chen, Min1; Ip, Wai-Cheung2 | |
刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE |
2009-09-01 | |
卷号 | 139期号:9页码:2933-2951 |
关键词 | Varying-coefficient models Local linear smoother Locally weighted estimating equation Missing at random |
ISSN号 | 0378-3758 |
DOI | 10.1016/j.jspi.2009.01.016 |
英文摘要 | Varying-coefficient model Y = Sigma(p)(j=1) beta(j)(U)X-j+epsilon has been studied extensively when data are completely observed. When the covariates X are missing at random, we propose a locally weighted estimator based on the inverse selection probabilities. Distribution theory of (beta) over cap(center dot) is derived when the selection probabilities are known, estimated parametrically or nonparametrically. We show that the resulting nonparametric estimator of (beta) over cap(center dot) when the selection probabilities are estimated nonparametrically has a smaller asymptotic variance than that when the selection probabilities are known or estimated parametrically. Motivated by Robin et al. [1994. Estimation of regression coefficients when some regressors are not always observed. J. Amer. Statist. Assoc. 89, 846-866], we also consider simple locally augmented weighted estimator. However, we show that it does not improve the efficiency theoretically. We have constructed a bootstrap test for goodness of fit of models in the missing covariates case. The results of a simulation study are also given to illustrate our method. The proposed method is applied to analyze an AIDS dataset from a clinical study. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved. |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | ELSEVIER SCIENCE BV |
WOS记录号 | WOS:000267956600007 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/8826] |
专题 | 应用数学研究所 |
通讯作者 | Guo, Shaojun |
作者单位 | 1.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Hong Kong Polytech Univ, Dept Appl Math, Hong Kong, Hong Kong, Peoples R China |
推荐引用方式 GB/T 7714 | Wong, Heung,Guo, Shaojun,Chen, Min,et al. On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2009,139(9):2933-2951. |
APA | Wong, Heung,Guo, Shaojun,Chen, Min,&Ip, Wai-Cheung.(2009).On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,139(9),2933-2951. |
MLA | Wong, Heung,et al."On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 139.9(2009):2933-2951. |
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