Search Results - subject:"Partial Linear Model"

Estimating the demand for peace and quiet using property market data

Day, Brett; Bateman, Ian; Lake, Iain - 2006

For many industrialised nations environmental noise is emerging as a local pollutant of major concern. Incorporating such concerns into policy guidance tools such as social cost benefit analysis requires estimates of the monetised benefits of noise reduction. Using a two-stage hedonic pricing...

Persistent link: https://www.econbiz.de/10010319057

Variable selection in high-dimensional partially linear additive models for composite quantile regression

Guo, Jie; Tang, Manlai; Tian, Maozai; Zhu, Kai - In: Computational Statistics & Data Analysis 65 (2013) C, pp. 56-67

A new estimation procedure based on the composite quantile regression is proposed for the semiparametric additive partial linear models, of which the nonparametric components are approximated by polynomial splines. The proposed estimation method can simultaneously estimate both the parametric...

Persistent link: https://www.econbiz.de/10010871336

Checking the adequacy of partial linear models with missing covariates at random

Xu, Wangli; Guo, Xu - In: Annals of the Institute of Statistical Mathematics 65 (2013) 3, pp. 473-490

In this paper, we consider the goodness-of-fit for checking whether the nonparametric function in a partial linear regression model with missing covariate at random is a parametric one or not. We estimate the selection probability by using parametric and nonparametric approaches. Two score type...

Persistent link: https://www.econbiz.de/10010848648

The new robust conic GPLM method with an application to finance: prediction of credit default

Özmen, Ayşe; Weber, Gerhard-Wilhelm; Çavuşoğlu, Zehra - In: Journal of Global Optimization 56 (2013) 2, pp. 233-249

and nonlinear parts of a generalized partial linear model. RCMARS has an advantage of coping with the noise in both input … partial linear model which includes robustification of the data set is introduced: robust conic generalized partial linear … model (RCGPLM). This new model is applied on a data set that belongs to 45 emerging markets with 1,019 observations between …

Persistent link: https://www.econbiz.de/10010994078

Semiparametric estimation in triangular system equations with nonstationarity

Gao, Jiti; Phillips, Peter C.B. - In: Journal of Econometrics 176 (2013) 1, pp. 59-79

A system of multivariate semiparametric nonlinear time series models is studied with possible dependence structures and nonstationarities in the parametric and nonparametric components. The parametric regressors may be endogenous while the nonparametric regressors are assumed to be strictly...

Persistent link: https://www.econbiz.de/10010679105

Feasible ridge estimator in partially linear models

Roozbeh, M.; Arashi, M. - In: Journal of Multivariate Analysis 116 (2013) C, pp. 35-44

In a partial linear model, some non-stochastic linear restrictions are imposed under a multicollinearity setting …

Persistent link: https://www.econbiz.de/10010665715

Bootstrap confidence bands and partial linear quantile regression

Song, Song; Ritov, Ya’acov; Härdle, Wolfgang K. - In: Journal of Multivariate Analysis 107 (2012) C, pp. 244-262

using a partial linear model. An economic application considers the labor market differential effect with respect to …

Persistent link: https://www.econbiz.de/10011041950

One-stage and two-stage DEA estimation of the effects of contextual variables

Johnson, Andrew L.; Kuosmanen, Timo - In: European Journal of Operational Research 220 (2012) 2, pp. 559-570

Two-stage data envelopment analysis (2-DEA) is commonly used in productive efficiency analysis to estimate the effects of operational conditions and practices on performance. In this method the DEA efficiency estimates are regressed on contextual variables representing the operational...

Persistent link: https://www.econbiz.de/10010597701

Spline estimators for semi-functional linear model

Zhou, Jianjun; Chen, Min - In: Statistics & Probability Letters 82 (2012) 3, pp. 505-513

In this paper, we introduce a semi-functional linear model in which a scalar response variable is explained by a linear operator of a random function and a nonparametric function of a real-valued random variable. We study the spline estimators of the functional coefficient and nonparametric...

Persistent link: https://www.econbiz.de/10010571800

One-stage estimation of the effects of operational conditions and practices on productive performance: asymptotically normal and efficient, root-n consistent StoNEZD method

Johnson, Andrew; Kuosmanen, Timo - In: Journal of Productivity Analysis 36 (2011) 2, pp. 219-230

Persistent link: https://www.econbiz.de/10009327463