Search Results - subject:"Partially linear"

Shrinkage estimation for identification of linear components in additive models

Lian, Heng - In: Statistics & Probability Letters 82 (2012) 2, pp. 225-231

which predictors should enter the partially linear additive model as the linear components, such a method will prove useful …

Persistent link: https://www.econbiz.de/10010571819

Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters

Li, Gaorong; Lin, Lu; Zhu, Lixing - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 85-111

parameters in a varying coefficient partially linear model, we adopt a bias-corrected empirical likelihood (BCEL) in this paper …

Persistent link: https://www.econbiz.de/10010572300

Semiparametric quantile regression estimation in dynamic models with partially varying coefficients

Cai, Zongwu; Xiao, Zhijie - In: Journal of Econometrics 167 (2012) 2, pp. 413-425

We study quantile regression estimation for dynamic models with partially varying coefficients so that the values of some coefficients may be functions of informative covariates. Estimation of both parametric and nonparametric functional coefficients are proposed. In particular, we propose a...

Persistent link: https://www.econbiz.de/10010574075

Estimating semiparametric panel data models by marginal integration

Qian, Junhui; Wang, Le - In: Journal of Econometrics 167 (2012) 2, pp. 483-493

We propose an alternative method for estimating the nonlinear component in semiparametric panel data models. Our method is based on marginal integration that allows us to recover the nonlinear component from an additive regression structure that results from the first differencing...

Persistent link: https://www.econbiz.de/10010574081

Absolute penalty and shrinkage estimation in partially linear models

Raheem, S.M. Enayetur; Ahmed, S. Ejaz; Doksum, Kjell A. - In: Computational Statistics & Data Analysis 56 (2012) 4, pp. 874-891

In the context of a partially linear regression model, shrinkage semiparametric estimation is considered based on the …

Persistent link: https://www.econbiz.de/10010577734

Empirical likelihood for the parametric part in partially linear errors-in-function models

Huang, Zhensheng - In: Statistics & Probability Letters 82 (2012) 1, pp. 63-66

Partially linear errors-in-function models were proposed by Liang (2000), but their inferences have not been …

Persistent link: https://www.econbiz.de/10010582246

The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions

Ai, Chunrong; Chen, Xiaohong - In: Journal of Econometrics 170 (2012) 2, pp. 442-457

This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential moment restrictions containing unknown functions. Our results extend those of Chamberlain (1992b) and Ai and Chen (2003) for semiparametric conditional moment...

Persistent link: https://www.econbiz.de/10011052247

Corrected empirical likelihood inference for right-censored partially linear single-index model

Huang, Zhensheng; Pang, Zhen - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 276-284

This article deals with the inference on a right-censored partially linear single-index model (RCPLSIM). The main focus …

Persistent link: https://www.econbiz.de/10011042073

Semiparametric functional data analysis for longitudinal/clustered data: theory and application

Wang, Naisyin (contributor) - 2004

semiparametic models are to be studied. One is the partially linear model, where the parametric part is a linear function. We are to … investigate the two common estimation methods for the partially linear models when the data is correlated Â longitudinal or … study the proﬁlekernel and backﬁtting methods in partially linear models for clustered/longitudinal data. For independent …

Persistent link: https://www.econbiz.de/10009465181

Endogeneity quantile regression models: A control function approach

Lee, Sokbae - 2004

partially linear structure of the model. The first step consists of estimation of the residuals of the reduced-form equation for …

Persistent link: https://www.econbiz.de/10010318486