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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.


Documento: Artículo
Título:Plug-in marginal estimation under a general regression model with missing responses and covariates
Autor:Bianco, A.M.; Boente, G.; González-Manteiga, W.; Pérez-González, A.
Filiación:Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires and CONICET Ciudad Universitaria, Pabellón 2, Buenos Aires, 1428, Argentina
Departamento de Matemáticas, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires and IMAS, CONICET Ciudad Universitaria, Pabellón 1, Buenos Aires, 1428, Argentina
Departamento de Estatística, Análise Matemática e Optimización, Facultad de Matemáticas, Universidad de Santiago de Compostela, Campus Sur., Santiago de Compostela, 15706, Spain
Departamento de Estadística e Investigación Operativa, Universidad de Vigo, Campus Orense. Campus Universitario As Lagoas s/n, Ourense, 32004, Spain
Palabras clave:Fisher consistency; Kernel weights; L-estimators; Marginal functionals; Missing at random; Semiparametric models
Página de inicio:106
Página de fin:146
Título revista:Test
Título revista abreviado:Test


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---------- APA ----------
Bianco, A.M., Boente, G., González-Manteiga, W. & Pérez-González, A. (2019) . Plug-in marginal estimation under a general regression model with missing responses and covariates. Test, 28(1), 106-146.
---------- CHICAGO ----------
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" . Test 28, no. 1 (2019) : 106-146.
---------- MLA ----------
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" . Test, vol. 28, no. 1, 2019, pp. 106-146.
---------- VANCOUVER ----------
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. Test. 2019;28(1):106-146.