Reweighting estimators for the transformation models with length-biased sampling data and missing covariates
Zhiping Qiu,
Huijuan Ma and
Jianhua Shi
Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 13, 4252-4275
Abstract:
Length-biased sampling data are commonly observed in cross-sectional surveys and epidemiological cohort studies. Due to study design or accident, some components of the covariate vector are often missing. This article considers the statistical inference for the transformation models with length-biased sampling data and missing covariates. The reweighting estimating procedures are proposed for the unknown regression parameters when the selection probability is known, estimated non parametrically, or estimated parametrically. The large sample properties of the resulting estimators are studied. Simulation studies are presented to demonstrate the utility and efficiency of the proposed methods.
Date: 2022
References: Add references at CitEc
Citations:
Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2020.1812653 (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:51:y:2022:i:13:p:4252-4275
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20
DOI: 10.1080/03610926.2020.1812653
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 ().