Estimating additive models with missing responses
For multivariate regressors, the Nadaraya-Watson regression estimator suffers from the well-known curse of dimensionality. Additive models overcome this drawback. To estimate the additive components, it is usually assumed that we observe all the data. However, in many applied statistical analysis mi...
Guardado en:
Autor principal: | |
---|---|
Otros Autores: | |
Formato: | Capítulo de libro |
Lenguaje: | Inglés |
Publicado: |
Taylor and Francis Inc.
2016
|
Acceso en línea: | Registro en Scopus DOI Handle Registro en la Biblioteca Digital |
Aporte de: | Registro referencial: Solicitar el recurso aquí |
LEADER | 07669caa a22008417a 4500 | ||
---|---|---|---|
001 | PAPER-16257 | ||
003 | AR-BaUEN | ||
005 | 20230518204714.0 | ||
008 | 190411s2016 xx ||||fo|||| 00| 0 eng|d | ||
024 | 7 | |2 scopus |a 2-s2.0-84954287455 | |
040 | |a Scopus |b spa |c AR-BaUEN |d AR-BaUEN | ||
030 | |a CSTMD | ||
100 | 1 | |a Boente, G. | |
245 | 1 | 0 | |a Estimating additive models with missing responses |
260 | |b Taylor and Francis Inc. |c 2016 | ||
270 | 1 | 0 | |m Boente, G.; IMAS, CONICET, Departamento de Matemáticas, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Ciudad Universitaria, Pabellón 1, Argentina; email: gboente@dm.uba.ar |
506 | |2 openaire |e Política editorial | ||
504 | |a Aerts, M., Claeskens, G., Hens, N., Molenberghs, G., Local multiple imputation (2002) Biometrika, 89 (2), pp. 375-388 | ||
504 | |a Boente, G., Martínez, A., (2012) Estimating Additive Models with Missing Responses, , www.ic.fcen.uba.ar/preprints/Paper_aditivo_Boente_Martinez.pdf | ||
504 | |a Buja, A., Hastie, T., Tibshirani, R., Linear smoothers and additive models (with discussion) (1989) Ann. Stat., 17, pp. 453-555 | ||
504 | |a Chen, J.H., Shao, J., Nearest neighbor imputation for survey data (2000) J. Off. Stat., 16, pp. 113-131 | ||
504 | |a Cheng, P.E., Applications of kernel regression estimation: A survey (1990) Commun. Stat. Ser. A, Theory Methods, 19, pp. 4103-4134 | ||
504 | |a Cheng, P.E., Nonparametric estimation of mean functionals with data missing at random (1994) J. Am. Stat. Assoc., 89, pp. 81-87 | ||
504 | |a Cheng, P.E., Wei, L.J., Nonparametric inference under ignorable missing data process and treatment assignment (1986) Int. Stat. Symposium, Taipei, ROC, 1, pp. 97-112 | ||
504 | |a Chu, C.K., Cheng, P.E., Nonparametric regression estimation with missing data (1995) J. Stat. Plan. Inference, 48, pp. 85-99 | ||
504 | |a Devroye, L.P., The uniform convergence of the Nadaraya-Watson regression function estimate (1978) Can. J. Stat., 6, pp. 179-191 | ||
504 | |a González-Manteiga, W., Pérez-González, A., Nonparametric mean estimation with missing data (2004) Commun. Stat. Theory Methods, 33, pp. 277-303 | ||
504 | |a Härdle, W., Müller, M., Sperlich, S., Werwatz, A., Nonparametric and Semiparametric Models (2004) Springer Series in Statistics, , Berlin: Springer | ||
504 | |a Hastie, T.J., Tibshirani, R.J., (1990) Generalized Additive Models, , London: Chapman and Hall | ||
504 | |a Hengartner, N.W., Sperlich, S., Rate optimal estimation with the integration method in the presence of many covariates (2005) J. Multivar. Anal, 95, pp. 246-272 | ||
504 | |a Hirano, K., Imbens, G., Ridder, G., Efficient Estimation of Average Treatment Effects using the Estimated Propensity Score (2000) NBER Technical Working Paper 251 | ||
504 | |a Koul, H.L., Muüller, U.U., Schick, A., The Transfer Principle: A tool for complete case analysis (2012) Ann. Stat., 40, pp. 3031-3049 | ||
504 | |a Linton, O.B., Härdle, W., Estimation of additive regression models with known links (1996) Biometrika, 83, pp. 529-540 | ||
504 | |a Linton, O.B., Nielsen, J.P., A kernel method of estimating structured nonparametric regression based on marginal integration (1995) Biometrika, 82, pp. 93-101 | ||
504 | |a Mammen, E., Park, C., Bandwidth selection for smooth backfitting in additive models (2005) The Annals of Statistics, 33, pp. 1260-1294 | ||
504 | |a Mammen, E., Linton, O., Nielsen, J.P., The existence and asymptotic properties of a backfitting projection algorithm under weak conditions (1999) Ann. Stat., 27, pp. 1443-1490 | ||
504 | |a Martínez-Miranda, M.D., Raya-Miranda, R., González-Manteiga, W., González-Carmona, A., A bootstrap local bandwidth selector for additive models (2008) J. Comput. Graph. Stat., 17, pp. 38-55 | ||
504 | |a Martínez-Miranda, M.D., Raya-Miranda, R., Data-driven local bandwidth selection for additive models with missing data (2011) Appl. Math. Comput., 217, pp. 10328-10342 | ||
504 | |a Nadaraya, E.A., On estimating regression (1964) Theory Prob. Appl., 9, pp. 141-142 | ||
504 | |a Neyman, J., Contribution to the theory of sampling human populations (1938) J. Am. Stat. Assoc., 33, pp. 101-116 | ||
504 | |a Newey, W.K., Kernel estimation of partial means (1994) Econ. Theory, 10, pp. 233-253 | ||
504 | |a Nielsen, J.P., Sperlich, S., Smooth backfitting in practise (2005) Journal of the Royal Statistical Society, Ser. B, 67, pp. 43-61 | ||
504 | |a Opsomer, J.D., Asymptotic properties of backfitting estimators (2000) J. Multivar. Anal., 73, pp. 166-179 | ||
504 | |a Prakasa Rao, B.L.S., (1983) Nonparametric Functional Estimation, , London: Academic Press | ||
504 | |a Stone, C.J., The dimensionality reduction principle for generalized additive models (1986) Ann. Statist., 14, pp. 590-606 | ||
504 | |a Tjostheim, D., Auestad, B.H., Nonparametric identification of nonlinear time series: Projections (1994) J. Am. Stat. Assoc., 89, pp. 1398-1409 | ||
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 | ||
504 | |a Wang, W., Rao, J.N.K., Empirical likelihood-based inference under imputation for missing response data (2002) Ann. Stat., 30, pp. 896-924 | ||
504 | |a Watson, G.S., Smooth regression analysis (1964) Sankhya¯ A, 26, pp. 359-372 | ||
520 | 3 | |a For multivariate regressors, the Nadaraya-Watson regression estimator suffers from the well-known curse of dimensionality. Additive models overcome this drawback. To estimate the additive components, it is usually assumed that we observe all the data. However, in many applied statistical analysis missing data occur. In this paper, we study the effect of missing responses on the additive components estimation. The estimators are based on marginal integration adapted to the missing situation. The proposed estimators turn out to be consistent under mild assumptions. A simulation study allows to compare the behavior of our procedures, under different scenarios. © 2016 Taylor & Francis Group, LLC. |l eng | |
593 | |a IMAS, CONICET, Departamento de Matemáticas, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Ciudad Universitaria, Pabellón 1, Buenos Aires, C1428EHA, Argentina | ||
690 | 1 | 0 | |a ADDITIVE MODELS |
690 | 1 | 0 | |a KERNEL WEIGHTS |
690 | 1 | 0 | |a MARGINAL INTEGRATION |
690 | 1 | 0 | |a MISSING DATA |
690 | 1 | 0 | |a NON PARAMETRIC REGRESSION |
690 | 1 | 0 | |a STATISTICAL METHODS |
690 | 1 | 0 | |a STATISTICS |
690 | 1 | 0 | |a ADDITIVE MODELS |
690 | 1 | 0 | |a KERNEL WEIGHT |
690 | 1 | 0 | |a MARGINAL INTEGRATION |
690 | 1 | 0 | |a MISSING DATA |
690 | 1 | 0 | |a NON-PARAMETRIC REGRESSION |
690 | 1 | 0 | |a ESTIMATION |
700 | 1 | |a Martínez, A.M. | |
773 | 0 | |d Taylor and Francis Inc., 2016 |g v. 45 |h pp. 413-429 |k n. 2 |p Commun Stat Theory Methods |x 03610926 |w (AR-BaUEN)CENRE-84 |t Communications in Statistics - Theory and Methods | |
856 | 4 | 1 | |u https://www.scopus.com/inward/record.uri?eid=2-s2.0-84954287455&doi=10.1080%2f03610926.2013.815780&partnerID=40&md5=a366017b204e325fe307b012e9575c44 |y Registro en Scopus |
856 | 4 | 0 | |u https://doi.org/10.1080/03610926.2013.815780 |y DOI |
856 | 4 | 0 | |u https://hdl.handle.net/20.500.12110/paper_03610926_v45_n2_p413_Boente |y Handle |
856 | 4 | 0 | |u https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03610926_v45_n2_p413_Boente |y Registro en la Biblioteca Digital |
961 | |a paper_03610926_v45_n2_p413_Boente |b paper |c PE | ||
962 | |a info:eu-repo/semantics/article |a info:ar-repo/semantics/artículo |b info:eu-repo/semantics/publishedVersion | ||
999 | |c 77210 |