Imputation in nonparametric quantile regression with complex data

doi:10.1016/j.spl.2017.03.003

	Imputation in nonparametric quantile regression with complex data
	Hu, Yanan ; Yang, Yaqi ; Wang, Chunyu ; Tian, Maozai
	2017-08
发表期刊	STATISTICS & PROBABILITY LETTERS
卷号	127 页码:120-130
摘要	This paper considers nonparametric quantile regression models for complex data of mixed categorical and continuous variables together with missing values at random (MAR). In consideration of the increasingly popular application of multiple imputation for handling missing data and the advantages of nonparametric quantile regression, we propose an effective and accurate multiple imputation method. The estimation procedure not only does well in modeling with mixed categorical and continuous data, but also makes full use of the entire data set to achieve increased efficiency. The proposed estimator is asymptotically normal. In simulation study, we compare the performance of the multiple imputation method with complete case (CC), Regression imputation and nearest-neighbor imputation methods, and outline advantages and drawbacks of the different methods. Simulation studies show that the proposed multiple imputation method performs better. (C) 2017 Elsevier B.V. All rights reserved.
关键词	Complex data Missing covariates Multiple imputation Quantile regression
DOI	10.1016/j.spl.2017.03.003
收录类别	SCI ; SCOPUS ; SCIE
ISSN	0167-7152
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000401882800015
出版者	ELSEVIER SCIENCE BV
原始文献类型	Article
EISSN	1879-2103
引用统计	被引频次：2[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/11854
专题	统计与数据科学学院
作者单位	1.Renmin Univ China, Sch Stat, Ctr Appl Stat, Beijing 100872, Peoples R China; 2.Xinjiang Univ Finance & Econ, Sch Stat & Informat, Xinjiang 830012, Peoples R China; 3.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou 730101, Gansu, Peoples R China
推荐引用方式 GB/T 7714	Hu, Yanan,Yang, Yaqi,Wang, Chunyu,et al. Imputation in nonparametric quantile regression with complex data[J]. STATISTICS & PROBABILITY LETTERS,2017,127:120-130.
APA	Hu, Yanan,Yang, Yaqi,Wang, Chunyu,&Tian, Maozai.(2017).Imputation in nonparametric quantile regression with complex data.STATISTICS & PROBABILITY LETTERS,127,120-130.
MLA	Hu, Yanan,et al."Imputation in nonparametric quantile regression with complex data".STATISTICS & PROBABILITY LETTERS 127(2017):120-130.

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