Semiparametric estimation for inverse density weighted expectations when responses are missing at random

• Main Authors: Lu, Xuewen, Lian, Heng, Liu, Wanrong
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2013
• Subjects: DRNTU::Science::Mathematics::Statistics
• Online Access: https://hdl.handle.net/10356/99040; http://hdl.handle.net/10220/17092
• Institution: Nanyang Technological University

When responses are missing at random, we consider semiparametric estimation of inverse density weighted expectations, or equivalently, integrals of conditional expectations. An inverse probability weighted estimator and a full propensity score weighted estimator are proposed and shown to be asymptot...