SUFFICIENT DIMENSION REDUCTION IN REGRESSIONS WITH MISSING PREDICTORS

doi:10.5705/ss.2009.191

CORC > 上海财经大学 > 上海财经大学

	SUFFICIENT DIMENSION REDUCTION IN REGRESSIONS WITH MISSING PREDICTORS
	Zhu, Liping 1,2; Wang, Tao 3; Zhu, Lixing 3
刊名	STATISTICA SINICA
	2012-10
卷号	22 期号:4 页码:1611-1637
关键词	Central subspace missing at random missing predictors nonparametric imputation sliced inverse regression sufficient dimension reduction
ISSN号	1017-0405
DOI	10.5705/ss.2009.191
英文摘要	Existing sufficient dimension reduction methods often resort to the complete-case analysis when the predictors are subject to rnissingness. The complete-case analysis is inefficient even with the missing completely at random mechanism because all incomplete cases are discarded. In this paper, we introduce a nonparametric imputation procedure for semiparametric regressions with missing predictors. We establish the consistency of the nonparametric imputation under the missing at random mechanism that allows the missingness to depend exclusively upon the completely observed response. When the missingness depends on both the completely observed predictors and the response, we propose a parametric method to impute the missing predictors. We demonstrate the estimation consistency of the parametric imputation method through several synthetic examples. Our proposals are illustrated through comprehensive simulations and a data application.
WOS研究方向	Mathematics
语种	英语
出版者	STATISTICA SINICA
WOS记录号	WOS:000311812800018
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2098]
专题	上海财经大学
通讯作者	Zhu, Liping
作者单位	1.Shanghai Univ Finance & Econ, Sch Stat & Management, Minist Educ, Shanghai 200433, Peoples R China; 2.Shanghai Univ Finance & Econ, Key Lab Math Econ, Minist Educ, Shanghai 200433, Peoples R China; 3.Hong Kong Baptist Univ, Dept Math, Kowloon Tong, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Zhu, Liping,Wang, Tao,Zhu, Lixing. SUFFICIENT DIMENSION REDUCTION IN REGRESSIONS WITH MISSING PREDICTORS[J]. STATISTICA SINICA,2012,22(4):1611-1637.
APA	Zhu, Liping,Wang, Tao,&Zhu, Lixing.(2012).SUFFICIENT DIMENSION REDUCTION IN REGRESSIONS WITH MISSING PREDICTORS.STATISTICA SINICA,22(4),1611-1637.
MLA	Zhu, Liping,et al."SUFFICIENT DIMENSION REDUCTION IN REGRESSIONS WITH MISSING PREDICTORS".STATISTICA SINICA 22.4(2012):1611-1637.