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Persistent link: https://www.econbiz.de/10011591175
In this paper, we analyze the nonparametric part of a partially linear model when the covariates in parametric and non-parametric parts are subject to measurement errors. Based on a two-stage semi-parametric estimate, we construct a uniform con dence surface of the multivariate function for...
Persistent link: https://www.econbiz.de/10011518796
Persistent link: https://www.econbiz.de/10011557073
In this paper, we conduct simultaneous inference of the non-parametric part of a partially linear model when the non-parametric component is a multivariate unknown function. Based on semi-parametric estimates of the model, we construct a simultaneous confidence region of the multivariate...
Persistent link: https://www.econbiz.de/10012827855