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This paper is concerned with the estimating problem of the partially linear regression models where the linear covariates are measured with additive errors. A difference based estimation is proposed to estimate the parametric component. We show that the resulting estimator is asymptotically...
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In this paper, we are concerned with the estimating problem of functional coefficient regression models with generated covariates. A new local polynomial estimation is proposed, which is based on error covariance matrix correction. It is shown that the resulting estimators are consistent,...
Persistent link: https://www.econbiz.de/10010572293
The growth curve model is a useful tool for studying the growth problems, repeated measurements and longitudinal data. A key point using the growth curve model to fit data is determining the degree of polynomial profile form, choosing suitable explanatory variables, shrinking some regression...
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Efficient inference for regression models requires that heteroscedasticity be taken into account if it exists. For partially linear regression models, however, the problem of detecting heteroscedasticity has received very little attention. The aim of this paper is to propose a test of...
Persistent link: https://www.econbiz.de/10005211790
This paper is concerned with the estimation of a varying-coefficient partially linear regression model that is frequently used in statistical modeling. We first construct estimators of the parametric components and the error variance by a wavelet procedure and establish their asymptotic...
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