Web - based Supplementary Materials for ( Adjustment for Missingness Using Auxiliary Information in Semiparametric Regression ) by ( Donglin Zeng and Qingxia Chen ) 1 Web
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Sieve Maximum Likelihood Estimation for Regression Models With Covariates Missing at Random
Missing covariates are common in regression problems. We propose a new semiparametric method based on a fully nonparametric distribution for the missing covariates that are assumed to be missing at random. The method of sieve maximum likelihood estimation is used to obtain the estimators of the regression coefficients. These estimators are shown to be consistent and asymptotically normal with t...
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