Model averaging based on weighted generalized method of moments with missing responses
Model averaging based on the least squares estimator or the maximum likelihood estimator has been widely followed, while model averaging based on the generalized method of moments is almost rarely addressed. This paper is concerned with a model averaging method based on the weighted generalized meth...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2023-07-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.20231106?viewType=HTML |