An improved weighted expectile average estimator for the regression coefficient has been obtained based on the covariate balancing propensity score (CBPS), when the responses of linear models are missing at random. The asymptotic normality of the proposed method has been proved, and the estimation effect of the method is further illustrated by numerical simulation.
Citation: Qiang Zhao, Zhaodi Wang, Jingjing Wu, Xiuli Wang. Weighted expectile average estimation based on CBPS with responses missing at random[J]. AIMS Mathematics, 2024, 9(8): 23088-23099. doi: 10.3934/math.20241122
An improved weighted expectile average estimator for the regression coefficient has been obtained based on the covariate balancing propensity score (CBPS), when the responses of linear models are missing at random. The asymptotic normality of the proposed method has been proved, and the estimation effect of the method is further illustrated by numerical simulation.
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