Weighted Semiparametric Estimation in Regression Analysis with Missing Covariate Data
协变量缺失回归中的加权半参数估计
This article investigates estimation of the regression coefficients in an assumed mean function when covariates on some subjects are missing. We examine the performance of a Horvitz and Thompson (1952)-type weighted estimator by using different estimates of the selection probabilities, which may be treated as nuisance parameters (or a nuisance function). In particular, we investigate the properties of the estimate of the regression parameters when the selection probabilities…