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Author:

Zeng, Jie (Zeng, Jie.) | Cheng, Weihu (Cheng, Weihu.) (Scholars:程维虎) | Hu, Guozhi (Hu, Guozhi.) | Rong, Yaohua (Rong, Yaohua.)

Indexed by:

Scopus SCIE

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.

Keyword:

Focused information criterion Covariate balancing propensity score Varying-coefficient partially linear models Inverse probability weighted method Model averaging

Author Community:

  • [ 1 ] [Zeng, Jie]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Cheng, Weihu]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Hu, Guozhi]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 4 ] [Rong, Yaohua]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 5 ] [Zeng, Jie]Hefei Normal Univ, Sch Math & Stat, Hefei 230601, Anhui, Peoples R China
  • [ 6 ] [Hu, Guozhi]Hefei Normal Univ, Sch Math & Stat, Hefei 230601, Anhui, Peoples R China

Reprint Author's Address:

  • [Hu, Guozhi]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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Source :

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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