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Generalized partially linear models with missing covariates
Journal article   Open access   Peer reviewed

Generalized partially linear models with missing covariates

Hua Liang
Journal of multivariate analysis, v 99(5), pp 880-895
2008
PMID: 19412320
url
https://doi.org/10.1016/j.jmva.2007.05.004View
Published, Version of Record (VoR) Open

Abstract

AIDS clinical trial Completely missing at random Local linear Local quasilikelihood Missing at random Nonignorable Penalized quasilikelihood Weighted estimating equation
In this article we study a semiparametric generalized partially linear model when the covariates are missing at random. We propose combining local linear regression with the local quasilikelihood technique and weighted estimating equation to estimate the parameters and nonparameters when the missing probability is known or unknown. We establish normality of the estimators of the parameter and asymptotic expansion for the estimators of the nonparametric part. We apply the proposed models and methods to a study of the relation between virologic and immunologic responses in AIDS clinical trials, in which virologic response is classified into binary variables. We also give simulation results to illustrate our approach.

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