A fast imputation algorithm in quantile regression
نویسندگان
چکیده
منابع مشابه
Multiple imputation in quantile regression.
We propose a multiple imputation estimator for parameter estimation in a quantile regression model when some covariates are missing at random. The estimation procedure fully utilizes the entire dataset to achieve increased efficiency, and the resulting coefficient estimators are root-n consistent and asymptotically normal. To protect against possible model misspecification, we further propose a...
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ژورنال
عنوان ژورنال: Computational Statistics
سال: 2018
ISSN: 0943-4062,1613-9658
DOI: 10.1007/s00180-018-0813-z