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Semiparametric quasi-likelihood estimation with missing data
This article develops quasi-likelihood estimation for generalized varying coefficient partially linear models when the response is not always observable. This article considers two estimation methods and shows that under the assumption of selection on the observables the resulting estimators are asy...
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Published in: | Communications in statistics. Theory and methods 2016-03, Vol.45 (5), p.1345-1369 |
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container_end_page | 1369 |
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container_title | Communications in statistics. Theory and methods |
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creator | Bravo, Francesco Jacho-Chávez, David T. |
description | This article develops quasi-likelihood estimation for generalized varying coefficient partially linear models when the response is not always observable. This article considers two estimation methods and shows that under the assumption of selection on the observables the resulting estimators are asymptotically normal. As an application of these results this article proposes a new estimator for the average treatment effect parameter. A simulation study illustrates the finite sample properties of the proposed estimators. |
doi_str_mv | 10.1080/03610926.2013.863928 |
format | article |
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subjects | Asymptotic properties Backfitting Computer simulation Double robustness Econometrics Economic models Estimators Inverse probability weighting Mathematical analysis Mathematical models Primary: 62G08 Profiling Samples Secondary: 62G20 Statistical analysis Statistics Unconfoundness |
title | Semiparametric quasi-likelihood estimation with missing data |
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