Optimal Model Averaging Estimation for the Varying-Coefficient Partially Linear Models with Missing Responses
نویسندگان
چکیده
In this paper, we propose a model averaging estimation for the varying-coefficient partially linear models with missing responses. Within context, construct HRCp weight choice criterion that exhibits asymptotic optimality under certain assumptions. Our procedure can simultaneously address uncertainty on which covariates to include and whether covariate should enter or nonlinear component of model. The simulation results in comparison some related strategies strongly favor our proposal. A real dataset is analyzed illustrate practical application as well.
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ژورنال
عنوان ژورنال: Mathematics
سال: 2023
ISSN: ['2227-7390']
DOI: https://doi.org/10.3390/math11081883