Identification and Estimation for Generalized Varying Coefficient Partially Linear Models
نویسندگان
چکیده
منابع مشابه
Generalized varying coefficient partially linear measurement errors models
We study generalized varying coefficient partially linearmodels when some linear covariates are error prone, but their ancillary variables are available. We first calibrate the error-prone covariates, then develop a quasi-likelihood-based estimation procedure. To select significant variables in the parametric part, we develop a penalized quasi-likelihood variable selection procedure, and the re...
متن کاملEfficient estimation of partially linear varying coefficient models
In this paper, we consider the problem of estimating a semiparametric partially linear varying coefficient model. We derive the semiparametric efficiency bound for the asymptotic variance of the finitedimensional parameter estimator. We also propose an efficient estimator for estimating the finitedimensional parameter of the model. Simulation results show substantial efficiency gain of our prop...
متن کاملAdaptive LASSO for Varying-Coefficient Partially Linear Measurement Error Models
This paper extends the adaptive LASSO (ALASSO) for simultaneous parameter estimation and variable selection to a varying-coefficient partially linear model where some of the covariates are subject to measurement errors of an additive form. We draw comparisons with the SCAD, and prove that both the ALASSO and SCAD attain the oracle property under this setup. We further develop an algorithm in th...
متن کاملNew Efficient Estimation and Variable Selection Methods for Semiparametric Varying-coefficient Partially Linear Models By
The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the semiparametric varying-coefficient partially linear model. We first study quantile regression estimates for the nonparametric varyingcoefficient functions and the ...
متن کاملNew Efficient Estimation and Variable Selection Methods for Semiparametric Varying-coefficient Partially Linear Models.
The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the semiparametric varying-coefficient partially linear model. We first study quantile regression estimates for the nonparametric varying-coefficient functions and the...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Hacettepe Journal of Mathematics and Statistics
سال: 2016
ISSN: 1303-5010
DOI: 10.15672/hjms.201614821897