Direction estimation in the single-index model with missing values

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	Direction estimation in the single-index model with missing values
	Dong, Yuexiao 1; Zhu, Liping 2,3
刊名	STATISTICS AND ITS INTERFACE
	2013
卷号	6 期号:3 页码:379-385
关键词	Directional regression Missing at random Missing completely at random Sliced average variance estimation Sliced inverse regression
ISSN号	1938-7989
英文摘要	We cast direction estimation in the single-index model into the sufficient dimension reduction framework. Existing sufficient dimension reduction literature with missing values mainly focuses on sliced inverse regression and requires the missing at random (MAR) assumption. In this paper, we propose new methods to handle missing data based on sliced average variance estimation and directional regression. By examining different missingness schemes, we demonstrate that inverse probability weighted estimators for missing predictor are not sensitive to the MAR assumption. The fusion-refined procedures for missing response, on the other hand, may be outperformed by complete case analysis if the response is missing completely at random (MCAR).
WOS研究方向	Mathematical & Computational Biology ; Mathematics
语种	英语
出版者	INT PRESS BOSTON, INC
WOS记录号	WOS:000325167700009
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2043]
专题	上海财经大学
通讯作者	Dong, Yuexiao
作者单位	1.Temple Univ, Philadelphia, PA 19122 USA; 2.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China; 3.Minist Educ, Key Lab Math Econ, Shanghai 200433, Peoples R China
推荐引用方式 GB/T 7714	Dong, Yuexiao,Zhu, Liping. Direction estimation in the single-index model with missing values[J]. STATISTICS AND ITS INTERFACE,2013,6(3):379-385.
APA	Dong, Yuexiao,&Zhu, Liping.(2013).Direction estimation in the single-index model with missing values.STATISTICS AND ITS INTERFACE,6(3),379-385.
MLA	Dong, Yuexiao,et al."Direction estimation in the single-index model with missing values".STATISTICS AND ITS INTERFACE 6.3(2013):379-385.