Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:	Wei Yuting, University of Science and Technology of China
Inviter:
Title:	A model averaging method accounting for missing data mechanism uncertainty in the presence of missing responses
Language:	Chinese
Time & Venue:	2023.09.05 15:00-16:00 腾讯会议：962 4818 2651
Abstract:	Model averaging, as an important tool in both statistics and econometrics, has received a substantial amount of attention over the past decades. Most of the researches on model averaging focus on the case where data are observed completely, only a few of them pay attention to the case of missing data due to the complexity of missing data. Missing responses is a case that has been widely studied in the field of missing data. To the best of our knowledge, existing literature on model averaging with missing responses is all developed under the case of missing at random, and thus does not consider the uncertainty of the missing data mechanism. In this talk, I shall introduce a model averaging method that takes into account the uncertainty of the missing data mechanism in the presence of missing responses.