A semiparametric regression model with missing covariates in continuous-time capture-recapture studies

Covariate data were missing when a semiparametric regression model was used to study bird abundance in the Mai Po Sanctuary, Hong Kong. This paper proposes an EM-type algorithm to estimate the regression parameters for that study. Analytical calculation of the expectation in the EM method is difficult, or even impossible, especially when missing covariates are continuous. A Monte Carlo method is used in the EM algorithm to ease the calculation complexity. Asymptotic variances of the parameter estimates are also derived. Properties of the proposed estimators are assessed through numerical simulations and a real example.