In this paper, we consider the multiple robust estimation of the parameters in the varying-coefficient partially linear model with response missing at random. The multiple robust estimation method is proposed, and the multiple robustness of the proposed method is proved. Numerical simulations are conducted to investigate the finite sample performance of the proposed estimators compared with other competitors.
Citation: Yaxin Zhao, Xiuli Wang. Multiple robust estimation of parameters in varying-coefficient partially linear model with response missing at random[J]. Mathematical Modelling and Control, 2022, 2(1): 24-33. doi: 10.3934/mmc.2022004
In this paper, we consider the multiple robust estimation of the parameters in the varying-coefficient partially linear model with response missing at random. The multiple robust estimation method is proposed, and the multiple robustness of the proposed method is proved. Numerical simulations are conducted to investigate the finite sample performance of the proposed estimators compared with other competitors.
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