文章基本信息

标题：Nonparametric regression with discrete covariate and missing values
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作者：Song Xi Chen ; Cheng Yong Tang
期刊名称：Statistics and Its Interface
印刷版ISSN：1938-7989
电子版ISSN：1938-7997
出版年度：2011
卷号：4
期号：4
页码：463-474
DOI：10.4310/SII.2011.v4.n4.a5
出版社：International Press
摘要：We consider nonparametric regression with a mixture of continuous and discrete explanatory variables where realizations of the response variable may be missing. An imputation based nonparametric regression estimator is proposed. We show that the proposed approach leads to a leading order variance benefit, whereas smoothing the categorical variables gives a second order variance improvement. We also demonstrate the applications of the proposed approach through numerical simulations and two practical examples.
关键词：nonparametric regression; discrete kernel smoothing; imputation; missing values; variance reduction