Abstract:
In this paper, we consider a semiparametric partially linear regression model where there are missing data in the response. We propose robust Fisher-consistent estimators for the regression parameter, for the regression function and for the marginal location parameter of the response variable. A robust cross-validation method is briefly discussed, although, from our numerical results, the marginal estimators seem not to be sensitive to the bandwidth parameter. Finally, a Monte Carlo study is carried out to compare the performance of the robust proposed estimators among themselves and also with the classical ones, for normal and contaminated samples, under different missing data models. An example based on a real data set is also discussed. © 2009 Elsevier B.V. All rights reserved.
Registro:
Documento: |
Artículo
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Título: | Estimation of the marginal location under a partially linear model with missing responses |
Autor: | Bianco, A.; Boente, G.; González-Manteiga, W.; Pérez-González, A. |
Filiación: | Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Argentina CONICET, Argentina Universidad de Santiago de Compostela, Spain Universidad de Vigo, Spain
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Palabras clave: | Bandwidth parameters; Consistent estimators; Cross-validation methods; Data sets; Example based; Linear regression models; Location parameters; Missing data; Missing response; Monte Carlo study; Numerical results; Partially linear models; Regression function; Regression parameters; Semiparametric; Linear regression; Parameter estimation |
Año: | 2010
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Volumen: | 54
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Número: | 2
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Página de inicio: | 546
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Página de fin: | 564
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DOI: |
http://dx.doi.org/10.1016/j.csda.2009.09.028 |
Título revista: | Computational Statistics and Data Analysis
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Título revista abreviado: | Comput. Stat. Data Anal.
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ISSN: | 01679473
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CODEN: | CSDAD
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Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01679473_v54_n2_p546_Bianco |
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Citas:
---------- APA ----------
Bianco, A., Boente, G., González-Manteiga, W. & Pérez-González, A.
(2010)
. Estimation of the marginal location under a partially linear model with missing responses. Computational Statistics and Data Analysis, 54(2), 546-564.
http://dx.doi.org/10.1016/j.csda.2009.09.028---------- CHICAGO ----------
Bianco, A., Boente, G., González-Manteiga, W., Pérez-González, A.
"Estimation of the marginal location under a partially linear model with missing responses"
. Computational Statistics and Data Analysis 54, no. 2
(2010) : 546-564.
http://dx.doi.org/10.1016/j.csda.2009.09.028---------- MLA ----------
Bianco, A., Boente, G., González-Manteiga, W., Pérez-González, A.
"Estimation of the marginal location under a partially linear model with missing responses"
. Computational Statistics and Data Analysis, vol. 54, no. 2, 2010, pp. 546-564.
http://dx.doi.org/10.1016/j.csda.2009.09.028---------- VANCOUVER ----------
Bianco, A., Boente, G., González-Manteiga, W., Pérez-González, A. Estimation of the marginal location under a partially linear model with missing responses. Comput. Stat. Data Anal. 2010;54(2):546-564.
http://dx.doi.org/10.1016/j.csda.2009.09.028