Search Results - subject:"semiparametric imputation"

Semiparametric regression analysis with missing response at random

Wang, Qihua; Linton, Oliver Bruce; Härdle, Wolfgang - 2003

We develop inference tools in a semiparametric partially linear regression model with missing response data. A class of estimators is defined that includes as special cases: a semiparametric regression imputation estimator, a marginal average estimator and a (marginal) propensity score weighted...

Persistent link: https://www.econbiz.de/10010318520

Semiparametric regression analysis under imputation for missing response data

Hardle, Wolfgang; Linton, Oliver; Wang, Qihua - London School of Economics (LSE) - 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,...

Persistent link: https://www.econbiz.de/10010928736

Semiparametric Regression Analysis under Imputation for Missing Response Data

Haerdle, Wolfgang; Linton, Oliver; Wang, Qihua - Suntory and Toyota International Centres for Economics … - 2003

Persistent link: https://www.econbiz.de/10005797496

Semiparametric regression analysis under imputation for missing response data

Wang, Qihua; Härdle, Wolfgang; Linton, Oliver - 2002

We develop inference tools in a semiparametric regression model with missing response data. A semiparametric regression imputation estimator and an empirical likelihood based one for the mean of the response variable are defined. Both the estimators are proved to be asymptotically normal, with...

Persistent link: https://www.econbiz.de/10010310577

Semiparametric regression analysis under imputation for missing response data

Wang, Qihua; Härdle, Wolfgang; Linton, Oliver - Sonderforschungsbereich 373, Quantifikation und … - 2002

Persistent link: https://www.econbiz.de/10010983579