Author(s)

Huixin Li, Xiuli Wang^*

School of Mathematics and Statistics, Shandong Normal University, Jinan, China.

In this paper, a model averaging method is proposed for varying-coefficient models with response missing at random by establishing a weight selection criterion based on cross-validation. Under certain regularity conditions, it is proved that the proposed method is asymptotically optimal in the sense of achieving the minimum squared error.

Response Missing at Random, Model Averaging, Asymptotic Optimality, B-Spline Approximation

Li, H. and Wang, X. (2024) Cross Validation Based Model Averaging for Varying-Coefficient Models with Response Missing at Random. Journal of Applied Mathematics and Physics, 12, 764-777. doi: 10.4236/jamp.2024.123047.