ABSTRACT
A popular imputation method used to compensate for item nonresponse in sample surveys is the nearest neighbour imputation (NNI) method utilising a covariate to defined neighbours. When the covariate is multivariate, however, NNI suffers the well-known curse of dimensionality and gives unstable results. As a remedy, we propose a single-index NNI when the conditional mean of response given covariates follows a single index model. For estimating the population mean or quantiles, we establish the consistency and asymptotic normality of the single-index NNI estimators. Some limited simulation results are presented to examine the finite-sample performance of the proposed estimator of population mean.
Acknowledgements
We would like to thank two referees for their comments and suggestions.
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No potential conflict of interest was reported by the authors.
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Notes on contributors
Jun Shao
Dr Jun Shao holds a PhD in statistics from the University of Wisconsin-Madison. He is a professor of statistics at the University of Wisconsin-Madison and East China Normal University. His research interests include variable selection and inference with high dimensional data,sample surveys, and missing data problems.
Lei Wang
Dr Lei Wang holds a PhD in statistics from East China Normal University. He is an assistant professor of statistics at Nankai University. His research interests include empirical likelihood and missing data problems.