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Persistent link: https://www.econbiz.de/10010848669
In this paper, we focus on the variable selection for semiparametric varying coefficient partially linear models with longitudinal data. A new variable selection procedure is proposed based on the combination of the basis function approximations and quadratic inference functions. The proposed...
Persistent link: https://www.econbiz.de/10010939513
In this paper, we consider the statistical inference for the partially liner varying coefficient model with measurement error in the nonparametric part when some prior information about the parametric part is available. The prior information is expressed in the form of exact linear restrictions....
Persistent link: https://www.econbiz.de/10011000055
Persistent link: https://www.econbiz.de/10005238641
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The empirical likelihood method is especially useful for constructing confidence intervals or regions of parameters of interest. Yet, the technique cannot be directly applied to partially linear single-index models for longitudinal data due to the within-subject correlation. In this paper, a...
Persistent link: https://www.econbiz.de/10008550993
In this note, we revisit the single-index model with heteroscedastic error, and recommend an estimating equation method in terms of transferring restricted least squares to unrestricted least squares: the estimator of the index parameter is asymptotically more efficient than existing estimators...
Persistent link: https://www.econbiz.de/10008488057
This paper focuses on the variable selections for semiparametric varying coefficient partially linear models when the covariates in the parametric and nonparametric components are all measured with errors. A bias-corrected variable selection procedure is proposed by combining basis function...
Persistent link: https://www.econbiz.de/10008488073
In this paper, we present a variable selection procedure by combining basis function approximations with SCAD penalty for semiparametric varying coefficient partially linear models. The proposed procedure simultaneously selects significant variables in the parametric components and the...
Persistent link: https://www.econbiz.de/10008474312
The purpose of this article is to use an empirical likelihood method to study the construction of confidence intervals and regions for the parameters of interest in linear regression models with missing response data. A class of empirical likelihood ratios for the parameters of interest are...
Persistent link: https://www.econbiz.de/10005006480