Abstract In this paper, a model average approach is developed for linear models with response missing at random by establishing a cross-validation-based weight choice criterion. Its asymptotical optimality is proved and its finite-sample performance is investigated by simulations.

中文翻译：

---

随机丢失响应的线性模型中基于交叉验证的模型平均

摘要 在本文中，通过建立基于交叉验证的权重选择标准，为响应随机缺失的线性模型开发了模型平均方法。证明了其渐近最优性，并通过模拟研究了其有限样本性能。