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Model averaging for linear models with responses missing at random |
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| Authors: | Wei Yuting Wang Qihua Liu Wei |
| Institution: | 1.Department of Statistics and Finance, University of Science and Technology of China, Hefei, 230026, China ;2.School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, 310018, Zhejiang, China ;3.Acacdemy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190, China ;4.Department of Mathematics and Statistics, York University, Toronto, M3J 1P3, Canada ; |
| Abstract: | Annals of the Institute of Statistical Mathematics - In this paper, a model averaging approach is developed for the linear regression models with response missing at random. It is shown that the... |
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