Showing 1 - 10 of 27
Persistent link: https://www.econbiz.de/10003490452
Persistent link: https://www.econbiz.de/10003431190
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
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
Persistent link: https://www.econbiz.de/10009324790
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
Persistent link: https://www.econbiz.de/10007741783