Confidence intervals for nonparametric regression functions with missing data: Multiple design case

This paper considers two estimators of θ = g (x) in a nonparametric regression model Y = g (x) + ɛ (x ∈ (0, 1) ^p ) with missing responses: Imputation and inverse probability weighted estimators. Asymptotic normality of the two estimators is established, which is used to construct normal approximation based confidence intervals on θ.