Showing 151 - 160 of 178
In this paper, we suggest an estimating equations based approach to study a general single-index model with a given out-layer link for longitudinal data and treat the classical one as its special case. Within a wide range of bandwidths which is for estimating the inner-layer nonparametric link,...
Persistent link: https://www.econbiz.de/10010572287
In this paper, we test the existence of serial correlation and random effects in a two-way error component regression model with panel data. Under moment conditions alone, we suggest several easily implemented tests based on the parameter estimators for artificial autoregressions modeled by the...
Persistent link: https://www.econbiz.de/10010573292
Generalized single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular in many scientific fields including biostatistics, medicine, economics and finan- cial econometrics. Estimating and testing the...
Persistent link: https://www.econbiz.de/10008577795
Persistent link: https://www.econbiz.de/10008783787
In the context of sufficient dimension reduction, the goal is to parsimoniously recover the central subspace of a regression model. Many inverse regression methods use slicing estimation to recover the central subspace. The efficacy of slicing estimation depends heavily upon the number of...
Persistent link: https://www.econbiz.de/10008675553
An exhaustive search as required for traditional variable selection methods is impractical in high dimensional statistical modeling. Thus, to conduct variable selection, various forms of penalized estimators with good statistical and computational properties, have been proposed during the past...
Persistent link: https://www.econbiz.de/10009142916
Persistent link: https://www.econbiz.de/10009149838
First, to test the existence of random effects in semiparametric mixed models (SMMs) under only moment conditions on random effects and errors, we propose a very simple and easily implemented non-parametric test based on a difference between two estimators of the error variance. One test is...
Persistent link: https://www.econbiz.de/10008681738
Partial dimension reduction is a general method to seek informative convex combinations of predictors of primary interest, which includes dimension reduction as its special case when the predictors in the remaining part are constants. In this article, we propose a novel method to conduct partial...
Persistent link: https://www.econbiz.de/10010690626
In this paper, we investigate checking the adequacy of varying coefficient models with response missing at random. In doing so, we first construct two completed data sets based on imputation and marginal inverse probability weighted methods, respectively. The empirical process-based tests by...
Persistent link: https://www.econbiz.de/10010634335