协变量
估计员
缺少数据
统计
观测误差
数学
估计
计量经济学
独立性(概率论)
纵向数据
稳健统计
标准误差
复制
计算机科学
数据挖掘
经济
管理
作者
Huiming Lin,Guoyou Qin,Jiajia Zhang,Wing K. Fung
出处
期刊:Statistics
[Informa]
日期:2017-08-10
卷期号:52 (1): 84-98
被引量:3
标识
DOI:10.1080/02331888.2017.1361957
摘要
In longitudinal studies, missing responses and mismeasured covariates are commonly seen due to the data collection process. Without cautiousness in data analysis, inferences from the standard statistical approaches may lead to wrong conclusions. In order to improve the estimation for longitudinal data analysis, a doubly robust estimation method for partially linear models, which can simultaneously account for the missing responses and mismeasured covariates, is proposed. Imprecisions of covariates are corrected by taking advantage of the independence between replicate measurement errors, and missing responses are handled by the doubly robust estimation under the mechanism of missing at random. The asymptotic properties of the proposed estimators are established under regularity conditions, and simulation studies demonstrate desired properties. Finally, the proposed method is applied to data from the Lifestyle Education for Activity and Nutrition study.
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