Asymptotic behavior of robust estimators in partially linear models with missing responses: The effect of estimating the missing probability on the simplified marginal estimators
In this paper, we consider a semiparametric partially linear regression model where missing data occur in the response. We derive the asymptotic behavior of the robust estimators for the regression parameter and of the weighted simplified location estimator introduced in Bianco et al. (Comput. Stat....
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| Formato: | Capítulo de libro |
| Lenguaje: | Inglés |
| Publicado: |
2011
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| Acceso en línea: | Registro en Scopus DOI Handle Registro en la Biblioteca Digital |
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| LEADER | 07817caa a22007577a 4500 | ||
|---|---|---|---|
| 001 | PAPER-10166 | ||
| 003 | AR-BaUEN | ||
| 005 | 20230518204011.0 | ||
| 008 | 190411s2011 xx ||||fo|||| 00| 0 eng|d | ||
| 024 | 7 | |2 scopus |a 2-s2.0-81255184757 | |
| 040 | |a Scopus |b spa |c AR-BaUEN |d AR-BaUEN | ||
| 100 | 1 | |a Bianco, A. | |
| 245 | 1 | 0 | |a Asymptotic behavior of robust estimators in partially linear models with missing responses: The effect of estimating the missing probability on the simplified marginal estimators |
| 260 | |c 2011 | ||
| 270 | 1 | 0 | |m Pérez-González, A.; Departamento de Estadística e Investigación Operativa, Universidad de Vigo, Campus Orense. Campus Universitario As Lagoas s/n, 32004 Ourense, Spain; email: anapg@uvigo.es |
| 506 | |2 openaire |e Política editorial | ||
| 504 | |a Bianco, A., Boente, G., Robust estimators in semiparametric partly linear regression models (2004) J Stat Plan Inference, 122, pp. 229-252 | ||
| 504 | |a Bianco, A., Martínez, E., Robust testing in the logistic regression model (2009) Comput Stat Data Anal, 53, pp. 4095-4105 | ||
| 504 | |a Bianco, A., Yohai, V., (1996) Robust Estimation in the Logistic Regression Model, 109, pp. 17-34. , Lecture notes in statistics, New York: Springer | ||
| 504 | |a Bianco, A., Boente, G., González-Manteiga, W., Pérez-González, A., Estimation of the marginal location under a partially linear model with missing responses (2010) Comput Stat Data Anal, 54, pp. 546-564 | ||
| 504 | |a Bianco, A., Boente, G., González-Manteiga, W., Pérez-González, A., (2010) Asymptotic Behavior of Robust Estimators In Partially Linear Models With Missing Responses: The Effect of Estimating the Missing Probability On the Simplified Marginal Estimators, , http://eio.usc.es/eipc1/BASE/BASEMASTER/FORMULARIOS-PHP-DPTO/REPORTS/10-01.pdf, Report 10-01. Reports in statistics and operations research. Universidad de Santiago de Compostela | ||
| 504 | |a Boente, G., He, X., Zhou, J., Robust estimates in generalized partially linear models (2006) Ann Stat, 34, pp. 2856-2878 | ||
| 504 | |a Boente, G., González-Manteiga, W., Pérez-González, A., Robust nonparametric estimation with missing data (2009) J Stat Plan Inference, 139, pp. 571-592 | ||
| 504 | |a Croux, C., Haesbroeck, G., Implementing the Bianco and Yohai estimator for logistic regression (2003) Comput Stat Data Anal, 44, pp. 273-295 | ||
| 504 | |a Härdle, W., Liang, H., Gao, J., (2000) Partially Linear Models, , Berlin: Springer | ||
| 504 | |a He, X., Zhu, Z., Fung, W., Estimation in a semiparametric model for longitudinal data with unspecified dependence structure (2002) Biometrika, 89, pp. 579-590 | ||
| 504 | |a Huber, P., (1981) Robust Statistics, , New York: Wiley | ||
| 504 | |a Maronna, R., Martin, D., Yohai, V., (2006) Robust Statistics: Theory and Methods, , New York: Wiley | ||
| 504 | |a Pierce, D., The asymptotic effect of substituting estimators for parameters in certain types of statistics (1982) Ann Stat, 10, pp. 475-478 | ||
| 504 | |a Pollard, D., (1984) Convergence of Stochastic Processes, , New York: Springer | ||
| 504 | |a Robins, J., Rotnitzky, A., Zhao, L., Estimation of regression coefficients when some regressors are not always observed (1994) J Am Stat Assoc, 89, pp. 846-866 | ||
| 504 | |a Robins, J., Rotnitzky, A., Zhao, L., Analysis of semiparametric regression models for repeated outcomes in the presence of missing data (1995) J Am Stat Assoc, 90, pp. 106-121 | ||
| 504 | |a Rosenbaum, P., Model-based direct adjustment (1987) J Am Stat Assoc, 82, pp. 387-394 | ||
| 504 | |a Severini, T., Staniswalis, J., Quasi-likelihood estimation in semiparametric models (1994) J Am Stat Assoc, 89, pp. 501-511 | ||
| 504 | |a van der Vaart, A., Wellner, J., (1996) Weak Convergence and Empirical Processes. With Applications to Statistics, , New York: Springer | ||
| 504 | |a Wang, Q., Sun, Z., Estimation in partially linear models with missing responses at random (2007) J Multivar Anal, 98, pp. 1470-1493 | ||
| 504 | |a Wang, C., Wang, S., Zhao, L., Ou, S., Weighted semiparametric estimation in regression analysis regression with missing covariates data (1997) J Am Stat Assoc, 92, pp. 512-525 | ||
| 504 | |a Wang, C., Wang, S., Gutierrez, R., Carroll, R., Local linear regression for generalized linear models with missing data (1998) Ann Stat, 26, pp. 1028-1050 | ||
| 504 | |a Wang, Q., Linton, O., Härdle, W., Semiparametric regression analysis with missing response at random (2004) J Am Stat Assoc, 99 (466), pp. 334-345 | ||
| 520 | 3 | |a In this paper, we consider a semiparametric partially linear regression model where missing data occur in the response. We derive the asymptotic behavior of the robust estimators for the regression parameter and of the weighted simplified location estimator introduced in Bianco et al. (Comput. Stat. Data Anal. 54:546-564, 2010a). For the latter, consistency results and the asymptotic distribution are derived when the missing probability is known and also when it is estimated. © 2010 Sociedad de Estadística e Investigación Operativa. |l eng | |
| 536 | |a Detalles de la financiación: MTM2008-03010 | ||
| 536 | |a Detalles de la financiación: Universidad de Buenos Aires | ||
| 536 | |a Detalles de la financiación: Agencia Nacional de Promoción Científica y Tecnológica, X-018 | ||
| 536 | |a Detalles de la financiación: Consejo Nacional de Investigaciones Científicas y Técnicas, PICT 0821 | ||
| 536 | |a Detalles de la financiación: Federación Española de Enfermedades Raras, FEDER | ||
| 536 | |a Detalles de la financiación: Acknowledgements This work began while Ana Bianco and Graciela Boente were visiting the Departa-mento de Estadística e Investigación Operativa de la Universidad de Santiago de Compostela. This research was partially supported by Grants PIP 112-200801-00216 from CONICET, PICT 0821 from ANPCYT and X-018 from the Universidad de Buenos Aires at Buenos Aires, Argentina and also by the DGICYT Spanish Grant MTM2008-03010 (European FEDER support included). We also wish to thank two anonymous referees and the Associate Editor for valuable comments which led to an improved version of the original paper. | ||
| 593 | |a Departamento de Matemáticas and Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires and CONICET, Ciudad Universitaria, Pabellón 2, Buenos Aires 1428, Argentina | ||
| 593 | |a Departamento de Estatística e Investigación Operativa, Facultad de Matemáticas, Universidad de Santiago de Compostela, Campus Sur., 15706 Santiago de Compostela, Spain | ||
| 593 | |a Departamento de Estadística e Investigación Operativa, Universidad de Vigo, Campus Orense. Campus Universitario As Lagoas s/n, 32004 Ourense, Spain | ||
| 690 | 1 | 0 | |a FISHER-CONSISTENCY |
| 690 | 1 | 0 | |a KERNEL WEIGHTS |
| 690 | 1 | 0 | |a M-LOCATION FUNCTIONALS |
| 690 | 1 | 0 | |a MISSING AT RANDOM |
| 690 | 1 | 0 | |a NONPARAMETRIC REGRESSION |
| 690 | 1 | 0 | |a ROBUST ESTIMATION |
| 700 | 1 | |a Boente, G. | |
| 700 | 1 | |a González-Manteiga, W. | |
| 700 | 1 | |a Pérez-González, A. | |
| 773 | 0 | |d 2011 |g v. 20 |h pp. 524-548 |k n. 3 |p Test |x 11330686 |t Test | |
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| 856 | 4 | 0 | |u https://doi.org/10.1007/s11749-010-0216-0 |y DOI |
| 856 | 4 | 0 | |u https://hdl.handle.net/20.500.12110/paper_11330686_v20_n3_p524_Bianco |y Handle |
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