Estimation of Partially Linear Varying-Coefficient EV Model Under Restricted condition
نویسندگان
چکیده
In this paper, we study a partially linear varying-coefficient errors-invariables (EV) model under additional restricted condition. Both of the parametric and nonparametric components are measured with additive errors. The restricted estimators of parametric and nonparametric components are established based on modified profile least-squares method and local correction method, and their asymptotic properties are also studied under some regularity conditions.Some simulation studies are conducted to illustrate our approaches. Mathematics Subject Classification: 62G05
منابع مشابه
Positive-Shrinkage and Pretest Estimation in Multiple Regression: A Monte Carlo Study with Applications
Consider a problem of predicting a response variable using a set of covariates in a linear regression model. If it is a priori known or suspected that a subset of the covariates do not significantly contribute to the overall fit of the model, a restricted model that excludes these covariates, may be sufficient. If, on the other hand, the subset provides useful information, shrinkage meth...
متن کاملEfficient Shrinkage Estimation about the Partially Linear Varying Coefficient Model with Random Effect for Longitudinal Data
In this paper, an efficient shrinkage estimation procedure for the partially linear varying coefficient model (PLVC) with random effect is considered. By selecting the significant variable and estimating the nonzero coefficient, the model structure specification is accomplished by introducing a novel penalized estimating equation. Under some mild conditions, the asymptotic properties for the pr...
متن کاملBias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition
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. Two types of local bias-corrected restricted profile least squares estimators of the parametric comp...
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 کاملEstimation and Testing for Varying Coefficients in Additive Models With Marginal Integration
We propose marginal integration estimation and testing methods for the coefficients of varying-coefficient multivariate regression models. Asymptotic distribution theory is developed for the estimation method, which enjoys the same rate of convergence as univariate function estimation. For the test statistic, asymptotic normal theory is established. These theoretical results are derived under t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2014