Partially linear model estimation for missing response data

Abstract

This paper will discuss the estimation of a partially linear (semiparametric) model with missing responses using the normal approach. An estimator class is defined which includes special cases, namely the partially linear imputation estimator, the marginal mean estimator and the trend score weighted estimator. The estimator class is asymptotically normal. The three special estimators have the same asymptotic variance. Based on the above conditions, the mean F will be estimated, say θ. The three special estimators above will be used to estimate the mean F, namely in the form of point estimates and confidence intervals with some missing responses using the normal approach method.