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| 缺失数据下的半参数变系数模型的借补估计 | |
| 引用本文： | 曾婕, 程维虎, 陈海清. 缺失数据下部分线性变系数模型的模型平均[J]. 北京工业大学学报, 2019, 45(4): 405-412. DOI: 10.11936/bjutxb2017120029 |
| 作者姓名： | 曾婕 程维虎 陈海清 |
| 作者单位： | 1.北京工业大学应用数理学院, 北京 100124;2.合肥师范学院数学与统计学院, 合肥 230601 |
| 摘 要： | 探究了在响应变量随机缺失情形下部分线性变系数模型的模型选择和模型平均问题.基于借补方法和Profile最小二乘技术，建立了局部误设定框架下该模型的FIC准则（focused information criterion）和FMA（frequentist model average）估计量，并探究了FIC和FMA的理论性质.模拟研究表明了所提出方法的优越性.最后将提出的方法应用于CD4数据. |
| 关 键 词： | 随机缺失 部分线性变系数模型 模型选择 模型平均 |
| 收稿时间： | 2017-12-20 |
Profile likelihood inferences on semiparametric varying-coefficient partially linear models |
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| ZENG Jie, CHENG Weihu, CHEN Haiqing. Model Averaging for Varying Coefficient Partially Linear Models With Missing Data[J]. Journal of Beijing University of Technology, 2019, 45(4): 405-412. DOI: 10.11936/bjutxb2017120029 | |
| Authors: | ZENG Jie CHENG Weihu CHEN Haiqing |
| Affiliation: | 1.College of Applied Sciences, Beijing University of Technology, Beijing 100124, China;2.School of Mathematics and Statistics, Hefei Normal University, Hefei 230601, China |
| Abstract: | This paper is centered on model selection and model averaging procedure in varying coefficient partially linear models when the responses are missing at random. Under the misspecification framework, the focused information criterion (FIC) and the frequentist model average (FMA) estimator were developed based on the imputation method and the Profile least-squares technique. Then, theoretical properties of the FIC and FMA were examined. The simulation studies demonstrate the superiority of the proposed method and the approach will be applied to CD4 data. |
| Keywords: | missing at random varying coefficient partially linear model model selection model averaging |
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