Model averaging for linear models with responses missing at random

doi:10.1007/s10463-020-00759-y

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	Model averaging for linear models with responses missing at random
	Wei, Yuting 1; Wang, Qihua2,3 ; Liu, Wei 4
	2020-07-01
发表期刊	ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
ISSN	0020-3157
页码	19
摘要	In this paper, a model averaging approach is developed for the linear regression models with response missing at random. It is shown that the proposed method is asymptotically optimal in the sense of achieving the lowest possible squared error. A Monte Carlo study is conducted to investigate the finite sample performance of our proposal by comparing with some related methods, and the simulation results favor the proposed method. Moreover, a real data analysis is given to illustrate the practical application of our proposal.
关键词	Missing responses Missing at random Model averaging Asymptotic optimality
DOI	10.1007/s10463-020-00759-y
收录类别	SCI
语种	英语
资助项目	National Natural Science Foundation of China[11871460] ; National Natural Science Foundation of China[11331011] ; National Natural Science Foundation of China[61621003] ; Key Lab of Random Complex Structure and Data Science, CAS
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000544877000001
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/51766
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	1.Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China 2.Zhejiang Gongshang Univ, Sch Stat & Math, Hangzhou 310018, Zhejiang, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 4.York Univ, Dept Math & Stat, Toronto, ON M3J 1P3, Canada
推荐引用方式 GB/T 7714	Wei, Yuting,Wang, Qihua,Liu, Wei. Model averaging for linear models with responses missing at random[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2020:19.
APA	Wei, Yuting,Wang, Qihua,&Liu, Wei.(2020).Model averaging for linear models with responses missing at random.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,19.
MLA	Wei, Yuting,et al."Model averaging for linear models with responses missing at random".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS (2020):19.