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We consider a panel data semiparametric partially linear regression model with an unknown parameter vector for the linear parametric component, an unknown nonparametric function for the nonlinear component, and a one-way error component structure which allows unequal error variances...
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This paper studies the asymptotic theory for a semiparametric partially linear panel data model with a one-way error component structure, which has a wide range of applications in many important areas. We establish the law of iterated logarithm of the feasible semiparametric generalized least...
Persistent link: https://www.econbiz.de/10005137676
Consider a repeated measurement regression model yij=g(xi)+[epsilon]ij where i=1,...,n, j=1,...,m, yij's are responses, g(·) is an unknown function, xi's are design points, [epsilon]ij's are random errors with a one-way error component structure, i.e. [epsilon]ij=[mu]i+[nu]ij, [mu]i and...
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We consider inference for a semiparametric regression model where some covariates are measured with errors, and the errors in both the regression model and the mismeasured covariates are serially correlated. We propose a weighted estimating equations-based estimator (WEEBE) for the regression...
Persistent link: https://www.econbiz.de/10005683603
The growth curve model is a useful tool for studying the growth problems, repeated measurements and longitudinal data. A key point using the growth curve model to fit data is determining the degree of polynomial profile form, choosing suitable explanatory variables, shrinking some regression...
Persistent link: https://www.econbiz.de/10010737762
In this paper, we are concerned with the estimating problem of functional coefficient regression models with generated covariates. A new local polynomial estimation is proposed, which is based on error covariance matrix correction. It is shown that the resulting estimators are consistent,...
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