Haerdle, Wolfgang; Linton, Oliver; Wang, Qihua - Suntory and Toyota International Centres for Economics … - 2003
We develop inference tools in a semiparametric regression model with missing response data. A semiparametric regression imputation estimator, a marginal average estimator and a (marginal) propensity score weighted estimator are defined. All the estimators are proved to be asymptotically normal,...