Abstract
This paper considers two estimators of θ = g (x) in a nonparametric regression model Y = g (x) + ɛ (x ∈ (0, 1)p) with missing responses: Imputation and inverse probability weighted estimators. Asymptotic normality of the two estimators is established, which is used to construct normal approximation based confidence intervals on θ.
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This research is supported by he National Natural Science Foundation of China under Grant Nos. 10661003 and 10971038, and the Natural Science Foundation of Guangxi under Grant No. 2010GXNSFA013117.
This paper was recommended for publication by Editor Guohua ZOU.
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Lei, Q., Qin, Y. Confidence intervals for nonparametric regression functions with missing data: Multiple design case. J Syst Sci Complex 24, 1204–1217 (2011). https://doi.org/10.1007/s11424-011-8278-y
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DOI: https://doi.org/10.1007/s11424-011-8278-y