EconPapers    
Economics at your fingertips  
 

CBPS-based estimation for linear models with responses missing at random

Donglin Guo and Liugen Xue

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 17, 4160-4169

Abstract: In this article, based on the covariate balancing propensity score (CBPS), estimators for the regression coefficients and the population mean are obtained, when the responses of linear models are missing at random. It is proved that the proposed estimators are asymptotically normal. In simulation studies and real example, the proposed estimators show improved performance relative to usual augmented inverse probability weighted estimators.

Date: 2018
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2017.1371752 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4160-4169

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2017.1371752

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4160-4169