Estimation of the marginal location under a partially linear model with missing responses

In this paper, we consider a semiparametric partially linear regression model where missing data occur in the response. We propose robust Fisher–consistent estimators for the regression parameter, the regression function and for the marginal location parameter of response variable. A cross–validation method is discussed, even when the marginal estimators seem not to be sensitive to the bandwidth parameter. Finally, a Monte Carlo study is carried out to compare the performance of the robust proposed estimators among them and also with the classical ones, in normal and contaminated samples, under different missing data models. Corresponding Author Graciela Boente Moldes 1855, 3o A Buenos Aires, C1428CRA, Argentina email: gboente a ©dm.uba.ar AMS Subject Classification 1990: Primary 62F35, Secondary 62H25.