Hardle, Wolfgang; Linton, Oliver; Wang, Qihua - London School of Economics (LSE) - 2003
We develop inference tools in a semiparametric regression model with missing response data. A semiparametric regression … estimators are proved to be asymptotically normal, with the same asymptotic variance. They achieve the semiparametric efficiency … responses are imputed using the semiparametric regression method the empirical log-likelihood is asymptotically a scaled chi …