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2014-01-03Diskussionspapier DOI: 10.18452/4490
An Extended Single Index Model with Missing Response at Random
dc.contributor.authorWang, Qihua
dc.contributor.authorZhang, Tao
dc.contributor.authorHärdle, Wolfgang Karl
dc.date.accessioned2017-06-16T00:56:22Z
dc.date.available2017-06-16T00:56:22Z
dc.date.created2014-06-12
dc.date.issued2014-01-03
dc.date.submitted2014-01-03
dc.identifier.issn1860-5664
dc.identifier.urihttp://edoc.hu-berlin.de/18452/5142
dc.description.abstractAn 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.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectMissing dataeng
dc.subjectEstimating equationseng
dc.subjectSingle-index modelseng
dc.subjectAsymptotic normalityeng
dc.subject.ddc310 Sammlungen allgemeiner Statistiken
dc.subject.ddc330 Wirtschaft
dc.titleAn Extended Single Index Model with Missing Response at Random
dc.typeworkingPaper
dc.identifier.urnurn:nbn:de:kobv:11-100217988
dc.identifier.doihttp://dx.doi.org/10.18452/4490
local.edoc.pages32
local.edoc.type-nameDiskussionspapier
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-year2014
dc.identifier.zdb2195055-6
bua.series.nameSonderforschungsbereich 649: Ökonomisches Risiko
bua.series.issuenumber2014,3

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