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Persistent link: https://www.econbiz.de/10004982593
This paper studies case deletion diagnostics for multilevel models. Using subset deletion, diagnostic measures for identifying influential units at any level are developed for both fixed and random parameters. Two approximate update formulae are derived. The first formula uses one-step...
Persistent link: https://www.econbiz.de/10005006568
In this paper jackknifing technique is examined for functions of the parametric component in a partially linear regression model with serially correlated errors. By deleting partial residuals a jackknife-type estimator is proposed. It is shown that the jackknife-type estimator and the usual...
Persistent link: https://www.econbiz.de/10005093899
The authors study a heteroscedastic partially linear regression model and develop an inferential procedure for it. This includes a test of heteroscedasticity, a two-step estimator of the heteroscedastic variance function, semiparametric generalized least-squares estimators of the parametric and...
Persistent link: https://www.econbiz.de/10005093907
Persistent link: https://www.econbiz.de/10005020841
Persistent link: https://www.econbiz.de/10008533893
This paper uses the wild bootstrap technique in the estimation of a heteroscedastic partially linear regression model. We show that this approach provides reliable approximation to the asymptotic distribution of the semiparametric least-square estimators of the linear regression coefficients and...
Persistent link: https://www.econbiz.de/10005223364
This paper studies the estimation of a varying-coefficient partially linear regression model which is a generalization of the partially linear regression model and varying-coefficient regression model [Fan and Huang, Manuscript, University of North Carolina, Chapel Hill, USA, 2002]. We focus on...
Persistent link: https://www.econbiz.de/10005153020
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