Research Article Open Access

AN EFFECTIVE TECHNIQUE OF MULTIPLE IMPUTATION IN NONPARAMETRIC QUANTILE REGRESSION

Yanan Hu1, Qianqian Zhu1 and Maozai Tian1
  • 1 Renmin University of China, China

Abstract

In this study, we consider the nonparametric quantile regression model with the covariates Missing at Random (MAR). Multiple imputation is becoming an increasingly popular approach for analyzing missing data, which combined with quantile regression is not well-developed. We propose an effective and accurate two-stage multiple imputation method for the model based on the quantile regression, which consists of initial imputation in the first stage and multiple imputation in the second stage. The estimation procedure makes full use of the entire dataset to achieve increased efficiency and we show the proposed two-stage multiple imputation estimator to be asymptotically normal. In simulation study, we compare the performance of the proposed imputation estimator with Complete Case (CC) estimator and other imputation estimators, e.g., the regression imputation estimator and k-Nearest-Neighbor imputation estimator. We conclude that the proposed estimator is robust to the initial imputation and illustrates more desirable performance than other comparative methods. We also apply the proposed multiple imputation method to an AIDS clinical trial data set to show its practical application.

Journal of Mathematics and Statistics
Volume 10 No. 1, 2014, 30-44

DOI: https://doi.org/10.3844/jmssp.2014.30.44

Submitted On: 4 October 2013 Published On: 4 January 2014

How to Cite: Hu, Y., Zhu, Q. & Tian, M. (2014). AN EFFECTIVE TECHNIQUE OF MULTIPLE IMPUTATION IN NONPARAMETRIC QUANTILE REGRESSION. Journal of Mathematics and Statistics, 10(1), 30-44. https://doi.org/10.3844/jmssp.2014.30.44

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Keywords

  • Bandwidth Selection
  • Local Linear Fitting
  • Missing Covariates
  • Nonparametric Quantile Regression
  • Two-stage Multiple Imputation