An extended single index model with missing response at random
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Qihua Wang & Tao Zhang & Wolfgang Karl Härdle, 2016. "An Extended Single-index Model with Missing Response at Random," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(4), pages 1140-1152, December.
References listed on IDEAS
- Hardle, Wolfgang & Tsybakov, A. B., 1993.
"How sensitive are average derivatives?,"
Journal of Econometrics, Elsevier, vol. 58(1-2), pages 31-48, July.
- Hardle, W. & Tsybakov, A., 1991. "How sensitive are average derivates ?," LIDAM Discussion Papers CORE 1991044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hardle, W. & Tsybakov, A.B., 1992. "How Sensitive are Average Derivatives?," Papers 9208, Tilburg - Center for Economic Research.
- Chang, Ziqing & Xue, Liugen & Zhu, Lixing, 2010. "On an asymptotically more efficient estimation of the single-index model," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1898-1901, September.
- Liping Zhu & Jinhong You & Qunfang Xu, 2014. "Statistical Inference for Single-index Panel Data Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(3), pages 830-843, September.
- Xue, Liu-Gen & Zhu, Lixing, 2006. "Empirical likelihood for single-index models," Journal of Multivariate Analysis, Elsevier, vol. 97(6), pages 1295-1312, July.
- Ding, Xiaobo & Wang, Qihua, 2011. "Fusion-Refinement Procedure for Dimension Reduction With Missing Response at Random," Journal of the American Statistical Association, American Statistical Association, vol. 106(495), pages 1193-1207.
- Hardle, Wolfgang & Tsybakov, A. B., 1993.
"How sensitive are average derivatives?,"
Journal of Econometrics, Elsevier, vol. 58(1-2), pages 31-48, July.
- Hardle, W. & Tsybakov, A., 1991. "How sensitive are average derivates ?," LIDAM Discussion Papers CORE 1991044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Härdle, W.K. & Tsybakov, A.B., 1992. "How sensitive are average derivatives?," Discussion Paper 1992-8, Tilburg University, Center for Economic Research.
- Wang Q. & Linton O. & Hardle W., 2004.
"Semiparametric Regression Analysis With Missing Response at Random,"
Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 334-345, January.
- Wolfgang Härdle & Oliver Linton & Wang & Qihua, 2003. "Semiparametric regression analysis with missing response at random," CeMMAP working papers 11/03, Institute for Fiscal Studies.
- Wolfgang Härdle & Oliver Linton & Wang, Qihua, 2003. "Semiparametric regression analysis with missing response at random," CeMMAP working papers CWP11/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Zonghui Hu & Dean A. Follmann & Jing Qin, 2010. "Semiparametric dimension reduction estimation for mean response with missing data," Biometrika, Biometrika Trust, vol. 97(2), pages 305-319.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Claudio Agostinelli & Ana M. Bianco & Graciela Boente, 2020. "Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 855-893, June.
- Ash Abebe & Huybrechts F. Bindele & Masego Otlaadisa & Boikanyo Makubate, 2021. "Robust estimation of single index models with responses missing at random," Statistical Papers, Springer, vol. 62(5), pages 2195-2225, October.
- M. Hristache & V. Patilea, 2017. "Conditional moment models with data missing at random," Biometrika, Biometrika Trust, vol. 104(3), pages 735-742.
- Wei Luo, 2022. "On efficient dimension reduction with respect to the interaction between two response variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(2), pages 269-294, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- repec:hum:wpaper:sfb649dp2014-003 is not listed on IDEAS
- Yiping Yang & Tiejun Tong & Gaorong Li, 2019. "SIMEX estimation for single-index model with covariate measurement error," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(1), pages 137-161, March.
- Guo, Xu & Wang, Tao & Xu, Wangli & Zhu, Lixing, 2014. "Dimension reduction with missing response at random," Computational Statistics & Data Analysis, Elsevier, vol. 69(C), pages 228-242.
- Ichimura, Hidehiko & Todd, Petra E., 2007.
"Implementing Nonparametric and Semiparametric Estimators,"
Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74,
Elsevier.
- Hidehiko Ichimura & Petra E. Todd, 2006. "Implementing Nonparametric and Semiparametric Estimators," CIRJE F-Series CIRJE-F-452, CIRJE, Faculty of Economics, University of Tokyo.
- Xia, Yingcun & Härdle, Wolfgang Karl & Linton, Oliver, 2009.
"Optimal smoothing for a computationally and statistically efficient single index estimator,"
SFB 649 Discussion Papers
2009-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wolfgang Härdle & Oliver Linton & Yingcun Xia, 2009. "Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator," STICERD - Econometrics Paper Series 537, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Hardle, Wolfgang & Xia, Yingcun & Linton, Oliver, 2009. "Optimal smoothing for a computationally and statistically efficient single index estimator," LSE Research Online Documents on Economics 58173, London School of Economics and Political Science, LSE Library.
- Girard, Stéphane & Guillou, Armelle & Stupfler, Gilles, 2013. "Frontier estimation with kernel regression on high order moments," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 172-189.
- Kim, Peter T. & Koo, Ja-Yong & Park, Heon Jin, 2004. "Sharp minimaxity and spherical deconvolution for super-smooth error distributions," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 384-392, August.
- Véronique Flambard & Pierre Lasserre & Pierre Mohnen, 2007.
"Snow removal auctions in Montreal: costs, informational rents, and procurement management,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(1), pages 245-277, February.
- Véronique Flambard & Pierre Lasserre & Pierre Mohnen, 2007. "Snow removal auctions in Montreal: costs, informational rents, and procurement management," Canadian Journal of Economics, Canadian Economics Association, vol. 40(1), pages 245-277, February.
- Véronique Flambard & Pierre Lasserre & Pierre Mohnen, 2001. "Snow Removal Auctions in Montreal: Costs, Informational Rents, and Procurement Management," Cahiers de recherche du Département des sciences économiques, UQAM 20-05, Université du Québec à Montréal, Département des sciences économiques.
- Véronique Flambard & Pierre Lasserre & Pierre Mohnen, 2007. "Snow removal auctions in Montreal: costs, informational rents, and procurement management," Post-Print hal-04507099, HAL.
- V. Flambard & P. Lasserre & P. Mohnen, 2007. "Snow Removal Auctions in Montreal : Costs, Informational Rents, and Procurement Management," Post-Print hal-00186418, HAL.
- Flambard, Véronique & Lasserre, Pierre & Mohnen, Pierre, 2004. "Snow Removal Auctions in Montreal: Costs, Informational Rents, and Procurement Management," Research Memorandum 023, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
- Véronique Flambard & Pierre Lasserre & Pierre Mohnen, 2004. "Snow Removal Auctions in Montreal: Costs, Informational Rents, and Procurement Management," CIRANO Working Papers 2004s-59, CIRANO.
- Huybrechts F. Bindele & Ash Abebe & Karlene N. Meyer, 2018. "General rank-based estimation for regression single index models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(5), pages 1115-1146, October.
- Bravo, Francesco & Escanciano, Juan Carlos & Van Keilegom, Ingrid, 2015. "Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference," LIDAM Discussion Papers ISBA 2015016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Huang, Zhensheng & Zhang, Riquan, 2011. "Efficient empirical-likelihood-based inferences for the single-index model," Journal of Multivariate Analysis, Elsevier, vol. 102(5), pages 937-947, May.
- Almekinders, Geert J & Eijffinger, Sylvester C W, 1994.
"Daily Bundesbank and Federal Reserve Interventions: Are They a Reaction to Changes in the Level and Volatility of the DM/$-Rate?,"
Empirical Economics, Springer, vol. 19(1), pages 111-130.
- Almekinders, G.J. & Eijffinger, S.C.W., 1994. "Daily Bundesbank and federal reserve interventions : Are they a reaction to changes in the level and volatility of the DM/$-rate?," Other publications TiSEM 3e0ae3fa-af29-4757-aecb-a, Tilburg University, School of Economics and Management.
- Almekinders, G.J. & Eijffinger, S.C.W., 1994. "Daily Bundesbank and federal reserve interventions : Are they a reaction to changes in the level and volatility of the DM/$-rate?," Other publications TiSEM e583abfb-39f0-4c9d-8848-5, Tilburg University, School of Economics and Management.
- repec:hum:wpaper:sfb649dp2009-028 is not listed on IDEAS
- Girard, Séphane & Jacob, Pierre, 2009. "Frontier estimation with local polynomials and high power-transformed data," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1691-1705, September.
- Yang, Hu & Guo, Chaohui & Lv, Jing, 2014. "A robust and efficient estimation method for single-index varying-coefficient models," Statistics & Probability Letters, Elsevier, vol. 94(C), pages 119-127.
- Kyungchul Song, 2009. "Bootstrapping Semiparametric Models with Single-Index Nuisance Parameters, Second Version," PIER Working Paper Archive 10-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 02 Aug 2010.
- Marian Hristache, 2002. "Are Efficient Estimators in Single-Index Models Really Efficient? A Computational Discussion," Computational Statistics, Springer, vol. 17(4), pages 453-464, December.
- Feng, Sanying & Kong, Kaidi & Kong, Yinfei & Li, Gaorong & Wang, Zhaoliang, 2022. "Statistical inference of heterogeneous treatment effect based on single-index model," Computational Statistics & Data Analysis, Elsevier, vol. 175(C).
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2010.
"Robust Data-Driven Inference for Density-Weighted Average Derivatives,"
Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1070-1083.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2009. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," CREATES Research Papers 2009-46, Department of Economics and Business Economics, Aarhus University.
- Gorgens, T., 1999.
"Semiparametric Estimation of Single-Index Transition Intensities,"
Papers
99-25, Carleton - School of Public Administration.
- Tue Gørgens, 1999. "Semiparametric Estimation of Single-Index Transition Intensities," Discussion Papers 99-25, University of Copenhagen. Department of Economics.
- Tue Gorgens, 2000. "Semiparametric Estimation of Single-Index Transition Intensities," Econometric Society World Congress 2000 Contributed Papers 0596, Econometric Society.
- Hidehiko Ichimura & Oliver Linton, 2001.
"Asymptotic expansions for some semiparametric program evaluation estimators,"
CeMMAP working papers
04/01, Institute for Fiscal Studies.
- Hidehiko Ichimura & Oliver Linton, 2001. "Asymptotic expansions for some semiparametric program evaluation estimators," CeMMAP working papers CWP04/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ichimura, Hidehiko & Linton, Oliver, 2003. "Asymptotic expansions for some semiparametric program evaluation estimators," LSE Research Online Documents on Economics 2098, London School of Economics and Political Science, LSE Library.
- Hidehiko Ichimura & Oliver Linton, 2003. "Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators," STICERD - Econometrics Paper Series 451, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Erik Bergkvist & Per Johansson, 2000. "Weighted Derivative Estimation of Quantal Response Models: Simulations and Applications to Choice of Truck Freight Carrier," Computational Statistics, Springer, vol. 15(4), pages 485-510, December.
More about this item
Keywords
Missing data; Estimating equations; Single-index models; Asymptotic normality;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2014-01-10 (Econometrics)
Statistics
Access and download statisticsCorrections
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:zbw:sfb649:sfb649dp2014-003. 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.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/sohubde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.