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Abstract:
This paper is concerned with model averaging procedure for varying-coefficient partially linear models with missing responses. The profile least-squares estimation process and inverse probability weighted method are employed to estimate regression coefficients of the partially restricted models, in which the propensity score is estimated by the covariate balancing propensity score method. The estimators of the linear parameters are shown to be asymptotically normal. Then we develop the focused information criterion, formulate the frequentist model averaging estimators and construct the corresponding confidence intervals. Some simulation studies are conducted to examine the finite sample performance of the proposed methods. We find that the covariate balancing propensity score improves the performance of the inverse probability weighted estimator. We also demonstrate the superiority of the proposed model averaging estimators over those of existing strategies in terms of mean squared error and coverage probability. Finally, our approach is further applied to a real data example. (C) 2018 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.
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JOURNAL OF THE KOREAN STATISTICAL SOCIETY
ISSN: 1226-3192
Year: 2018
Issue: 3
Volume: 47
Page: 379-394
0 . 6 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:63
JCR Journal Grade:4
Cited Count:
WoS CC Cited Count: 5
SCOPUS Cited Count: 4
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 7
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