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Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators

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Abstract

In this paper, we consider a semiparametric partially linear regression model where missing data occur in the response. We derive the asymptotic behavior of the robust estimators for the regression parameter and of the weighted simplified location estimator introduced in Bianco et al. (Comput. Stat. Data Anal. 54:546–564, 2010a). For the latter, consistency results and the asymptotic distribution are derived when the missing probability is known and also when it is estimated.

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Authors and Affiliations

  1. Departamento de Matemáticas and Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires and CONICET, Ciudad Universitaria, Pabellón 2, Buenos Aires, 1428, Argentina

    Ana Bianco & Graciela Boente

  2. Departamento de Estatística e Investigación Operativa, Facultad de Matemáticas, Universidad de Santiago de Compostela, Campus Sur., 15706, Santiago de Compostela, Spain

    Wenceslao González-Manteiga

  3. Departamento de Estadística e Investigación Operativa, Universidad de Vigo, Campus Orense. Campus Universitario As Lagoas s/n, 32004, Ourense, Spain

    Ana Pérez-González

Authors
  1. Ana Bianco
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  2. Graciela Boente
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  3. Wenceslao González-Manteiga
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  4. Ana Pérez-González
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Corresponding author

Correspondence to Ana Pérez-González.

Additional information

Communicated by Domingo Morales.

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Bianco, A., Boente, G., González-Manteiga, W. et al. Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators. TEST 20, 524–548 (2011). https://doi.org/10.1007/s11749-010-0216-0

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  • DOI: https://doi.org/10.1007/s11749-010-0216-0

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