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Abstract:
We study model selection and model averaging in semiparametric partially linear models with missing responses. An imputation method is used to estimate the linear regression coefficients and the nonparametric function. We show that the corresponding estimators of the linear regression coefficients are asymptotically normal. Then a focused information criterion and frequentist model average estimators are proposed and their theoretical properties are established. Simulation studies are performed to demonstrate the superiority of the proposed methods over the existing strategies in terms of mean squared error and coverage probability. Finally, the approach is applied to a real data case.
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COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN: 0361-0926
Year: 2019
Issue: 2
Volume: 48
Page: 381-395
0 . 8 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:54
Cited Count:
WoS CC Cited Count: 6
SCOPUS Cited Count: 6
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 8
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