Title: Model Averaging for Generalized Linear Model with Covariates that are Missing completely at Random,
Abstract: In this paper, we consider the estimation of generalized linear models with
covariates that are missing completely at random. We propose a model averaging
estimation method and prove that the corresponding model averaging estimator is
asymptotically optimal under certain assumptions. Simulaiton results illustrate
that this method has better performance than other alternatives under most
situations.