Model averaging for linear models with responses missing at random

doi:10.1007/s10463-020-00759-y

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 应用数学研究所

	Model averaging for linear models with responses missing at random
	Wei, Yuting 2; Wang, Qihua 3,4; Liu, Wei 1
刊名	ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
	2020-07-01
页码	19
关键词	Missing responses Missing at random Model averaging Asymptotic optimality
ISSN号	0020-3157
DOI	10.1007/s10463-020-00759-y
英文摘要	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.
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
语种	英语
出版者	SPRINGER HEIDELBERG
WOS记录号	WOS:000544877000001
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/51765]
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	1.York Univ, Dept Math & Stat, Toronto, ON M3J 1P3, Canada 2.Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China 3.Zhejiang Gongshang Univ, Sch Stat & Math, Hangzhou 310018, Zhejiang, Peoples R China 4.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
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.