Open Journal of Statistics

Volume 5, Issue 7 (December 2015)

ISSN Print: 2161-718X   ISSN Online: 2161-7198

Google-based Impact Factor: 0.53  Citations  

Shrinkage Estimation of Semiparametric Model with Missing Responses for Cluster Data

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DOI: 10.4236/ojs.2015.57076    3,584 Downloads   4,180 Views  

ABSTRACT

This paper simultaneously investigates variable selection and imputation estimation of semiparametric partially linear varying-coefficient model in that case where there exist missing responses for cluster data. As is well known, commonly used approach to deal with missing data is complete-case data. Combined the idea of complete-case data with a discussion of shrinkage estimation is made on different cluster. In order to avoid the biased results as well as improve the estimation efficiency, this article introduces Group Least Absolute Shrinkage and Selection Operator (Group Lasso) to semiparametric model. That is to say, the method combines the approach of local polynomial smoothing and the Least Absolute Shrinkage and Selection Operator. In that case, it can conduct nonparametric estimation and variable selection in a computationally efficient manner. According to the same criterion, the parametric estimators are also obtained. Additionally, for each cluster, the nonparametric and parametric estimators are derived, and then compute the weighted average per cluster as finally estimators. Moreover, the large sample properties of estimators are also derived respectively.

Share and Cite:

Zhang, M. , Qiao, J. , Yang, H. and Liu, Z. (2015) Shrinkage Estimation of Semiparametric Model with Missing Responses for Cluster Data. Open Journal of Statistics, 5, 768-776. doi: 10.4236/ojs.2015.57076.

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