Estimation in partially linear models
โ Scribed by R.L. Eubank; E.L. Kambour; J.T. Kim; K. Klipple; C.S. Reese; M. Schimek
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 361 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0167-9473
No coin nor oath required. For personal study only.
โฆ Synopsis
Order n algorithms are developed for computing the estimated mean vector, regression coefficients, standard errors and smoothing parameter selection criteria for Speckman smoothing spline estimators in partially linear models. A difference type variance estimator is proposed and shown to be x/-~-consistent.
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