TITLE:
Cross Validation Based Model Averaging for Varying-Coefficient Models with Response Missing at Random
AUTHORS:
Huixin Li, Xiuli Wang
KEYWORDS:
Response Missing at Random, Model Averaging, Asymptotic Optimality, B-Spline Approximation
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.12 No.3,
March
25,
2024
ABSTRACT: 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.