Estimation of the marginal location under a partially linear model with missing responses
In this paper, we consider a semiparametric partially linear regression model where there are missing data in the response. We propose robust Fisher-consistent estimators for the regression parameter, for the regression function and for the marginal location parameter of the response variable. A rob...
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| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_01679473_v54_n2_p546_Bianco |
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todo:paper_01679473_v54_n2_p546_Bianco2023-10-03T15:05:37Z Estimation of the marginal location under a partially linear model with missing responses Bianco, A. Boente, G. González-Manteiga, W. Pérez-González, A. Bandwidth parameters Consistent estimators Cross-validation methods Data sets Example based Linear regression models Location parameters Missing data Missing response Monte Carlo study Numerical results Partially linear models Regression function Regression parameters Semiparametric Linear regression Parameter estimation In this paper, we consider a semiparametric partially linear regression model where there are missing data in the response. We propose robust Fisher-consistent estimators for the regression parameter, for the regression function and for the marginal location parameter of the response variable. A robust cross-validation method is briefly discussed, although, from our numerical results, the marginal estimators seem not to be sensitive to the bandwidth parameter. Finally, a Monte Carlo study is carried out to compare the performance of the robust proposed estimators among themselves and also with the classical ones, for normal and contaminated samples, under different missing data models. An example based on a real data set is also discussed. © 2009 Elsevier B.V. All rights reserved. Fil:Bianco, A. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. Fil:Boente, G. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_01679473_v54_n2_p546_Bianco |
| institution |
Universidad de Buenos Aires |
| institution_str |
I-28 |
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R-134 |
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Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
| topic |
Bandwidth parameters Consistent estimators Cross-validation methods Data sets Example based Linear regression models Location parameters Missing data Missing response Monte Carlo study Numerical results Partially linear models Regression function Regression parameters Semiparametric Linear regression Parameter estimation |
| spellingShingle |
Bandwidth parameters Consistent estimators Cross-validation methods Data sets Example based Linear regression models Location parameters Missing data Missing response Monte Carlo study Numerical results Partially linear models Regression function Regression parameters Semiparametric Linear regression Parameter estimation Bianco, A. Boente, G. González-Manteiga, W. Pérez-González, A. Estimation of the marginal location under a partially linear model with missing responses |
| topic_facet |
Bandwidth parameters Consistent estimators Cross-validation methods Data sets Example based Linear regression models Location parameters Missing data Missing response Monte Carlo study Numerical results Partially linear models Regression function Regression parameters Semiparametric Linear regression Parameter estimation |
| description |
In this paper, we consider a semiparametric partially linear regression model where there are missing data in the response. We propose robust Fisher-consistent estimators for the regression parameter, for the regression function and for the marginal location parameter of the response variable. A robust cross-validation method is briefly discussed, although, from our numerical results, the marginal estimators seem not to be sensitive to the bandwidth parameter. Finally, a Monte Carlo study is carried out to compare the performance of the robust proposed estimators among themselves and also with the classical ones, for normal and contaminated samples, under different missing data models. An example based on a real data set is also discussed. © 2009 Elsevier B.V. All rights reserved. |
| format |
JOUR |
| author |
Bianco, A. Boente, G. González-Manteiga, W. Pérez-González, A. |
| author_facet |
Bianco, A. Boente, G. González-Manteiga, W. Pérez-González, A. |
| author_sort |
Bianco, A. |
| title |
Estimation of the marginal location under a partially linear model with missing responses |
| title_short |
Estimation of the marginal location under a partially linear model with missing responses |
| title_full |
Estimation of the marginal location under a partially linear model with missing responses |
| title_fullStr |
Estimation of the marginal location under a partially linear model with missing responses |
| title_full_unstemmed |
Estimation of the marginal location under a partially linear model with missing responses |
| title_sort |
estimation of the marginal location under a partially linear model with missing responses |
| url |
http://hdl.handle.net/20.500.12110/paper_01679473_v54_n2_p546_Bianco |
| work_keys_str_mv |
AT biancoa estimationofthemarginallocationunderapartiallylinearmodelwithmissingresponses AT boenteg estimationofthemarginallocationunderapartiallylinearmodelwithmissingresponses AT gonzalezmanteigaw estimationofthemarginallocationunderapartiallylinearmodelwithmissingresponses AT perezgonzaleza estimationofthemarginallocationunderapartiallylinearmodelwithmissingresponses |
| _version_ |
1807324237968441344 |