关于不可忽视的非响应数据的平均函数的非参数推断,而不确定联合分布
Wei Li1, Wang Miao2, Eric Tchetgen Tchetgen3
1Center for Applied Statistics and School of Statistics, Renmin University of China, Beijing, P.R. China.
这项研究引入了一种新的方法来分析使用影子变量分析具有不可忽视的缺失结果的数据. 该方法可以识别和估计平均函数,即使完全的数据分布是未知的.
科学领域:
- 统计 统计 统计 统计
- 计量经济学 计量经济学 计量经济学
- 生物统计学 生物统计学
背景情况:
- 缺失的数据在统计分析中带来了重大挑战,特别是当缺失不可忽视时.
- 对平均函数的准确推断需要强大的方法来处理复杂的缺失数据机制.
研究的目的:
- 开发一种方法来识别和推断在存在不可忽视的缺失结果数据的情况下的平均函数.
- 使用影子变量方法建立平均函数的可识别性和可估计性的条件.
主要方法:
- 利用一个影子变量来推导一个必要和足够的条件来识别平均函数.
- 描述涉及代表方程的-可估量的必要条件.
- 开发解决方案集的一致估计器,并适应极端估计器理论用于非参数估计.
主要成果:
- 建立了识别的条件,即使没有识别完整的数据分布,也适用.
- 构建了一个新的,异常正常的,局部有效的估计器,实现半参数效率限制.
- 该方法的有效性通过模拟和在房地产定价中的现实应用来证明.
结论:
- 拟议的影子变量方法提供了一个强大的框架,用于解决在平均函数分析中不可忽视的缺失数据.
- 开发的估计器为复杂的缺失数据问题提供了统计学上合理和高效的解决方案.
- 这种方法在各种领域具有广泛的适用性,这些领域需要从不完整的数据集中进行强大的统计推断.
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