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...

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...

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...

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...

An efficient estimating equations procedure is developed for performing variable selection and defining semiparametric efficient estimates simultaneously for the heteroscedastic partially linear single-index model. The estimating equations are proposed based on the smooth threshold estimating...