Abstract:
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.
Registro:
Documento: |
Artículo
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Título: | Plug-in marginal estimation under a general regression model with missing responses and covariates |
Autor: | Bianco, A.M.; Boente, G.; González-Manteiga, W.; Pérez-González, A. |
Filiación: | Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires and CONICET Ciudad Universitaria, Pabellón 2, Buenos Aires, 1428, Argentina Departamento de Matemáticas, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires and IMAS, CONICET Ciudad Universitaria, Pabellón 1, Buenos Aires, 1428, Argentina Departamento de Estatística, Análise Matemática e Optimización, Facultad de Matemáticas, Universidad de Santiago de Compostela, Campus Sur., Santiago de Compostela, 15706, Spain Departamento de Estadística e Investigación Operativa, Universidad de Vigo, Campus Orense. Campus Universitario As Lagoas s/n, Ourense, 32004, Spain
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Palabras clave: | Fisher consistency; Kernel weights; L-estimators; Marginal functionals; Missing at random; Semiparametric models |
Año: | 2019
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Volumen: | 28
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Número: | 1
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Página de inicio: | 106
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Página de fin: | 146
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DOI: |
http://dx.doi.org/10.1007/s11749-018-0591-5 |
Título revista: | Test
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Título revista abreviado: | Test
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ISSN: | 11330686
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Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_11330686_v28_n1_p106_Bianco |
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Citas:
---------- APA ----------
Bianco, A.M., Boente, G., González-Manteiga, W. & Pérez-González, A.
(2019)
. Plug-in marginal estimation under a general regression model with missing responses and covariates. Test, 28(1), 106-146.
http://dx.doi.org/10.1007/s11749-018-0591-5---------- CHICAGO ----------
Bianco, A.M., Boente, G., González-Manteiga, W., Pérez-González, A.
"Plug-in marginal estimation under a general regression model with missing responses and covariates"
. Test 28, no. 1
(2019) : 106-146.
http://dx.doi.org/10.1007/s11749-018-0591-5---------- MLA ----------
Bianco, A.M., Boente, G., González-Manteiga, W., Pérez-González, A.
"Plug-in marginal estimation under a general regression model with missing responses and covariates"
. Test, vol. 28, no. 1, 2019, pp. 106-146.
http://dx.doi.org/10.1007/s11749-018-0591-5---------- VANCOUVER ----------
Bianco, A.M., Boente, G., González-Manteiga, W., Pérez-González, A. Plug-in marginal estimation under a general regression model with missing responses and covariates. Test. 2019;28(1):106-146.
http://dx.doi.org/10.1007/s11749-018-0591-5