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Generalized partially linear models with missing covariates

Hua Liang

Journal of Multivariate Analysis, 2008, vol. 99, issue 5, 880-895

Abstract: In this article we study a semiparametric generalized partially linear model when the covariates are missing at random. We propose combining local linear regression with the local quasilikelihood technique and weighted estimating equation to estimate the parameters and nonparameters when the missing probability is known or unknown. We establish normality of the estimators of the parameter and asymptotic expansion for the estimators of the nonparametric part. We apply the proposed models and methods to a study of the relation between virologic and immunologic responses in AIDS clinical trials, in which virologic response is classified into binary variables. We also give simulation results to illustrate our approach.

Keywords: AIDS; clinical; trial; Completely; missing; at; random; Local; linear; Local; quasilikelihood; Missing; at; random; Nonignorable; Penalized; quasilikelihood; Weighted; estimating; equation (search for similar items in EconPapers)
Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (24)

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