Abstract
The effect of incomplete observation characteristics in a semiparametric partially linear model is examined. To construct estimate of interest-inparameter, synthetic data and generalized proflle likelihood, are employed. It is shown that the resulting estimator is asymptotic normal under mild assumptions. Simulations are also presented to explain the behavior of the estimate in the case of small-samples.
| Original language | English |
|---|---|
| Pages (from-to) | 2895-2907 |
| Number of pages | 13 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 27 |
| Issue number | 12 |
| DOIs | |
| State | Published - 1998 |
| Externally published | Yes |
Keywords
- Kaplan-Meier estimator
- Split-sample