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In this paper, we investigate the estimation and testing problems of partially linear varying-coefficient errors-in-variables (EV) models under additional restricted condition. The restricted estimators of parametric and nonparametric components are established based on modified profile...
Persistent link: https://www.econbiz.de/10009142760
We get the estimator of the link function, establish the asymptotic properties, and construct the simultaneous confidence band for single-index random effects models. Simulation studies and real data set are presented to evaluate the performance of the proposed method.
Persistent link: https://www.econbiz.de/10010743576
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...
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Consider a varying-coefficient single-index model which consists of two parts: the linear part with varying coefficients and the nonlinear part with a single-index structure, and are hence termed as varying-coefficient single-index models. This model includes many important regression models...
Persistent link: https://www.econbiz.de/10008861535
A bias-corrected technique for constructing the empirical likelihood ratio is used to study a semiparametric regression model with missing response data. We are interested in inference for the regression coefficients, the baseline function and the response mean. A class of empirical likelihood...
Persistent link: https://www.econbiz.de/10008861588
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In this paper, we consider the problem of variable selection for partially varying coefficient single-index model, and present a regularized variable selection procedure by combining basis function approximations with smoothly clipped absolute deviation penalty. The proposed procedure...
Persistent link: https://www.econbiz.de/10010710983