Efficient parameter estimation in regression with missing responses

Müller, Ursula;Van Keilegom, Ingrid
(2012) Electronic Journal of Statistics — Vol. 6, p. 1200-1219 (2012)

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Abstract
We discuss efficient estimation in regression models that are de- fined by a finite-dimensional parametric constraint. This includes a variety of regression models, in particular the basic nonlinear regression model and quasi-likelihood regression. We are interested in the case where responses are missing at random. This is a popular research topic and various methods have been proposed in the literature. However, many of them are compli- cated and are not shown to be efficient. The method presented here is, in contrast, very simple – we use an estimating equation that does not impute missing responses – and we also prove that it is efficient if an appropriate weight matrix is selected. Finally, we show that this weight matrix can be
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Müller, U., & Van Keilegom, I. (2012). Efficient parameter estimation in regression with missing responses. Electronic Journal of Statistics, 6, 1200-1219. https://doi.org/10.1214/12-EJS708 (Original work published 2012)