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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
This paper presents the empirical likelihood inferences for a class of varying-coefficient models with error-prone covariates. We focus on the case that the covariance matrix of the measurement errors is unknown and neither repeated measurements nor validation data are available. We propose an...
Persistent link: https://www.econbiz.de/10010624117
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
Empirical-likelihood-based inference for the parameters in a partially linear single-index model is investigated. Unlike existing empirical likelihood procedures for other simpler models, if there is no bias correction the limit distribution of the empirical likelihood ratio cannot be...
Persistent link: https://www.econbiz.de/10005294577
In this article, a naive empirical likelihood ratio is constructed for a non-parametric regression model with clustered data, by combining the empirical likelihood method and local polynomial fitting. The maximum empirical likelihood estimates for the regression functions and their derivatives...
Persistent link: https://www.econbiz.de/10008751815
A kernel regression imputation method for missing response data is developed. A class of bias-corrected empirical log-likelihood ratios for the response mean is defined. It is shown that any member of our class of ratios is asymptotically chi-squared, and the corresponding empirical likelihood...
Persistent link: https://www.econbiz.de/10008537103