Showing 1 - 10 of 10
In longitudinal data analysis with dropouts, despite its local efficiency in theory, the augmented inverse probability weighted (AIPW) estimator hardly achieves the semiparametric efficiency bound in practice, even if the variance–covariance of the longitudinal outcomes is correctly modeled....
Persistent link: https://www.econbiz.de/10011189570
In this paper, we establish the semiparametric efficient bound for the heteroscedastic partially linear single-index model with responses missing at random, and develop an efficient estimating equation method. By solving the estimating equation, we obtain estimators for the parameter vectors in...
Persistent link: https://www.econbiz.de/10010776645
We propose jackknife empirical likelihood (EL) methods for constructing confidence intervals of mean with regression imputation that allows ignorable or nonignorable missingness. The confidence interval is constructed based on the adjusted jackknife pseudo-values (Rao and Shao, 1992). The...
Persistent link: https://www.econbiz.de/10010786422
Inferential procedures for estimating and comparing normal correlation coefficients based on incomplete samples with a monotone missing pattern are considered. The procedures are based on the generalized variable (GV) approach. It is shown that the GV methods based on complete or incomplete...
Persistent link: https://www.econbiz.de/10010594245
Semiparametric random censorship (SRC) models (Dikta, 1998) [7], derive their rationale from their ability to utilize parametric ideas within the random censorship environment. An extension of this approach is developed for Cox regression, producing new estimators of the regression parameter and...
Persistent link: https://www.econbiz.de/10010718982
In the finite-dimensional setting, Li and Chen (1985) proposed a method for principal components analysis using projection-pursuit techniques. This procedure was generalized to the functional setting by Bali et al. (2011), where also different penalized estimators were defined to provide smooth...
Persistent link: https://www.econbiz.de/10011116248
Three-dimensional orientation data, with observations as 3×3 rotation matrices, have applications in areas such as computer science, kinematics and materials sciences, where it is often of interest to estimate a central orientation parameter S represented by a 3×3 rotation matrix. A well-known...
Persistent link: https://www.econbiz.de/10011189587
In this paper we investigate the robustness properties of the deepest regression, a method for linear regression introduced by Rousseeuw and Hubert [6]. We show that the deepest regression functional is Fisher-consistent for the conditional median, and has a breakdown value of in all dimensions....
Persistent link: https://www.econbiz.de/10005221661
Robustness and efficiency of the residual scale estimators in the regression model is important for robust inference. We introduce the class of robust generalized M-scale estimators for the regression model, derive their influence function and gross-error sensitivity, and study their maxbias...
Persistent link: https://www.econbiz.de/10010665705
In various frameworks, to assess the joint distribution of a k-dimensional random vector X=(X1,…,Xk), one selects some putative conditional distributions Q1,…,Qk. Each Qi is regarded as a possible (or putative) conditional distribution for Xi given (X1,…,Xi−1,Xi+1,…,Xk). The Qi are...
Persistent link: https://www.econbiz.de/10011041946