缺失数据情形下半参数回归模型的二阶段估计

Two Step Estimators for Parameters in a Semi-parametric Regression Model with Missing Data

在响应变量有缺失的不完全数据情形下,利用二阶段估计方法得到半参数回归模型Y=X′β+g(T)+e中参数β和非参数g(·)的估计,并给出估计渐近正态性的充分条件.

In the case of incomplete samples where the response variable is missing at random, we employ a two-step method to estimate β and g （ · ） in a semiparametric model Y = X＇β ＋ g（T） ＋ e, and obtain the asymptotic distributions of the estimators.