An Extended Single Index Model with Missing Response at Random
dc.contributor.author | Wang, Qihua | |
dc.contributor.author | Zhang, Tao | |
dc.contributor.author | Härdle, Wolfgang Karl | |
dc.date.accessioned | 2017-06-16T00:56:22Z | |
dc.date.available | 2017-06-16T00:56:22Z | |
dc.date.created | 2014-06-12 | |
dc.date.issued | 2014-01-03 | |
dc.date.submitted | 2014-01-03 | |
dc.identifier.issn | 1860-5664 | |
dc.identifier.uri | http://edoc.hu-berlin.de/18452/5142 | |
dc.description.abstract | An extended single-index model is considered when responses are missing at random. A three-step estimation procedure is developed to define an estimator for the single index parameter vector by a joint estimating equation. The proposed estimator is shown to be asymptotically normal. An iterative scheme for computing this estimator is proposed. This algorithm only involves one-dimensional nonparametric smoothers, thereby avoiding the data sparsity problem caused by high model dimensionality. Some simulation study is conducted to investigate the finite sample performances of the pro- posed estimators. | ger |
dc.language.iso | eng | |
dc.publisher | Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät | |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
dc.subject | Missing data | eng |
dc.subject | Estimating equations | eng |
dc.subject | Single-index models | eng |
dc.subject | Asymptotic normality | eng |
dc.subject.ddc | 310 Sammlungen allgemeiner Statistiken | |
dc.subject.ddc | 330 Wirtschaft | |
dc.title | An Extended Single Index Model with Missing Response at Random | |
dc.type | workingPaper | |
dc.identifier.urn | urn:nbn:de:kobv:11-100217988 | |
dc.identifier.doi | http://dx.doi.org/10.18452/4490 | |
local.edoc.pages | 32 | |
local.edoc.type-name | Diskussionspapier | |
local.edoc.container-type | series | |
local.edoc.container-type-name | Schriftenreihe | |
local.edoc.container-year | 2014 | |
dc.identifier.zdb | 2195055-6 | |
bua.series.name | Sonderforschungsbereich 649: Ökonomisches Risiko | |
bua.series.issuenumber | 2014,3 |