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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| Formato: | JOUR |
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| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_11330686_v28_n1_p106_Bianco |
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todo:paper_11330686_v28_n1_p106_Bianco2023-10-03T16:07:57Z Plug-in marginal estimation under a general regression model with missing responses and covariates Bianco, A.M. Boente, G. González-Manteiga, W. Pérez-González, A. 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. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar 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 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 |
| 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. |
| format |
JOUR |
| author |
Bianco, A.M. Boente, G. González-Manteiga, W. Pérez-González, A. |
| author_facet |
Bianco, A.M. Boente, G. González-Manteiga, W. Pérez-González, A. |
| author_sort |
Bianco, A.M. |
| 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 |
| url |
http://hdl.handle.net/20.500.12110/paper_11330686_v28_n1_p106_Bianco |
| work_keys_str_mv |
AT biancoam pluginmarginalestimationunderageneralregressionmodelwithmissingresponsesandcovariates AT boenteg pluginmarginalestimationunderageneralregressionmodelwithmissingresponsesandcovariates AT gonzalezmanteigaw pluginmarginalestimationunderageneralregressionmodelwithmissingresponsesandcovariates AT perezgonzaleza pluginmarginalestimationunderageneralregressionmodelwithmissingresponsesandcovariates |
| _version_ |
1782029750419587072 |