Plug-in marginal estimation under a general regression model with missing responses and covariates
In this paper, we consider a general regression model where missing data occur in the response and in the covariates. Our aim is to estimate the marginal distribution function and a marginal functional, such as the mean, the median or any α-quantile of the response variable. A missing at random cond...
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2019
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| Acceso en línea: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_11330686_v28_n1_p106_Bianco http://hdl.handle.net/20.500.12110/paper_11330686_v28_n1_p106_Bianco |
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paper:paper_11330686_v28_n1_p106_Bianco2023-06-08T16:09:10Z Plug-in marginal estimation under a general regression model with missing responses and covariates Fisher consistency Kernel weights L-estimators Marginal functionals Missing at random Semiparametric models In this paper, we consider a general regression model where missing data occur in the response and in the covariates. Our aim is to estimate the marginal distribution function and a marginal functional, such as the mean, the median or any α-quantile of the response variable. A missing at random condition is assumed in order to prevent from bias in the estimation of the marginal measures under a non-ignorable missing mechanism. We give two different approaches for the estimation of the responses distribution function and of a given marginal functional, involving inverse probability weighting and the convolution of the distribution function of the observed residuals and that of the observed estimated regression function. Through a Monte Carlo study and two real data sets, we illustrate the behaviour of our proposals. © 2018, Sociedad de Estadística e Investigación Operativa. 2019 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_11330686_v28_n1_p106_Bianco http://hdl.handle.net/20.500.12110/paper_11330686_v28_n1_p106_Bianco |
| institution |
Universidad de Buenos Aires |
| institution_str |
I-28 |
| repository_str |
R-134 |
| collection |
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
| topic |
Fisher consistency Kernel weights L-estimators Marginal functionals Missing at random Semiparametric models |
| spellingShingle |
Fisher consistency Kernel weights L-estimators Marginal functionals Missing at random Semiparametric models Plug-in marginal estimation under a general regression model with missing responses and covariates |
| topic_facet |
Fisher consistency Kernel weights L-estimators Marginal functionals Missing at random Semiparametric models |
| description |
In this paper, we consider a general regression model where missing data occur in the response and in the covariates. Our aim is to estimate the marginal distribution function and a marginal functional, such as the mean, the median or any α-quantile of the response variable. A missing at random condition is assumed in order to prevent from bias in the estimation of the marginal measures under a non-ignorable missing mechanism. We give two different approaches for the estimation of the responses distribution function and of a given marginal functional, involving inverse probability weighting and the convolution of the distribution function of the observed residuals and that of the observed estimated regression function. Through a Monte Carlo study and two real data sets, we illustrate the behaviour of our proposals. © 2018, Sociedad de Estadística e Investigación Operativa. |
| title |
Plug-in marginal estimation under a general regression model with missing responses and covariates |
| title_short |
Plug-in marginal estimation under a general regression model with missing responses and covariates |
| title_full |
Plug-in marginal estimation under a general regression model with missing responses and covariates |
| title_fullStr |
Plug-in marginal estimation under a general regression model with missing responses and covariates |
| title_full_unstemmed |
Plug-in marginal estimation under a general regression model with missing responses and covariates |
| title_sort |
plug-in marginal estimation under a general regression model with missing responses and covariates |
| publishDate |
2019 |
| url |
https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_11330686_v28_n1_p106_Bianco http://hdl.handle.net/20.500.12110/paper_11330686_v28_n1_p106_Bianco |
| _version_ |
1768546033682350080 |