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A simple approach to construct confidence bands for a regression function with incomplete data

  • Ali Al-Sharadqah
  • Majid MojirsheibaniEmail author
Original Paper
  • 11 Downloads

Abstract

A long-standing problem in the construction of asymptotically correct confidence bands for a regression function \(m(x)=E[Y|X=x]\), where Y is the response variable influenced by the covariate X, involves the situation where Y values may be missing at random, and where the selection probability, the density function f(x) of X, and the conditional variance of Y given X are all completely unknown. This can be particularly more complicated in nonparametric situations. In this paper, we propose a new kernel-type regression estimator and study the limiting distribution of the properly normalized versions of the maximal deviation of the proposed estimator from the true regression curve. The resulting limiting distribution will be used to construct uniform confidence bands for the underlying regression curve with asymptotically correct coverages. The focus of the current paper is on the case where \(X\in \mathbb {R}\). We also perform numerical studies to assess the finite-sample performance of the proposed method. In this paper, both mechanics and the theoretical validity of our methods are discussed.

Keywords

Kernel regression Incomplete data Confidence bands 

Notes

References

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Copyright information

© Springer-Verlag GmbH Germany, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Department of MathematicsCalifornia State University NorthridgeLos AngelesUSA

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