IDEAS home Printed from https://ideas.repec.org/a/taf/lstaxx/v43y2014i19p4123-4142.html
   My bibliography  Save this article

Confidence Intervals for Nonparametric Regression Functions with Missing Data

Author

Listed:
  • Yongsong Qin
  • Tao Qiu
  • Qingzhu Lei

Abstract

Suppose that we have a nonparametric regression model Y = m(X) + ε with X ∈ Rp, where X is a random design variable and is observed completely, and Y is the response variable and some Y-values are missing at random. Based on the “complete” data sets for Y after nonaprametric regression imputation and inverse probability weighted imputation, two estimators of the regression function m(x0) for fixed x0 ∈ Rp are proposed. Asymptotic normality of two estimators is established, which is used to construct normal approximation-based confidence intervals for m(x0). We also construct an empirical likelihood (EL) statistic for m(x0) with limiting distribution of χ21, which is used to construct an EL confidence interval for m(x0).

Suggested Citation

  • Yongsong Qin & Tao Qiu & Qingzhu Lei, 2014. "Confidence Intervals for Nonparametric Regression Functions with Missing Data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(19), pages 4123-4142, October.
    • Handle: RePEc:taf:lstaxx:v:43:y:2014:i:19:p:4123-4142
    DOI: 10.1080/03610926.2012.705210
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/03610926.2012.705210
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/03610926.2012.705210?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ali Al-Sharadqah & Majid Mojirsheibani, 2020. "A simple approach to construct confidence bands for a regression function with incomplete data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(1), pages 81-99, March.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:lstaxx:v:43:y:2014:i:19:p:4123-4142. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/lsta .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.