Statistical inference of partially linear regression models with heteroscedastic errors
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Shi, Jian & Lau, Tai-Shing, 2000. "Empirical Likelihood for Partially Linear Models," Journal of Multivariate Analysis, Elsevier, vol. 72(1), pages 132-148, January.
- Jianqing Fan & Runze Li, 2004. "New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 710-723, January.
- Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
- Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000. "Partially linear models," MPRA Paper 39562, University Library of Munich, Germany, revised 01 Sep 2000.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jianhong Shi & Fanrong Zhao, 2018. "Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition," Statistical Papers, Springer, vol. 59(2), pages 487-511, June.
- Shen, Si-Lian & Cui, Jian-Ling & Mei, Chang-Lin & Wang, Chun-Wei, 2014. "Estimation and inference of semi-varying coefficient models with heteroscedastic errors," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 70-93.
- Guo-Liang Fan & Han-Ying Liang & Jiang-Feng Wang, 2013. "Empirical likelihood for heteroscedastic partially linear errors-in-variables model with α-mixing errors," Statistical Papers, Springer, vol. 54(1), pages 85-112, February.
- Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria, 2012.
"Difference based ridge and Liu type estimators in semiparametric regression models,"
Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 164-175.
- Duran, Esra Akdeniz & Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Difference based ridge and Liu type estimators in semiparametric regression models," SFB 649 Discussion Papers 2011-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Roozbeh, Mahdi, 2018. "Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion," Computational Statistics & Data Analysis, Elsevier, vol. 117(C), pages 45-61.
- Roozbeh, Mahdi, 2016. "Robust ridge estimator in restricted semiparametric regression models," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 127-144.
- Jing-Jing Zhang & Han-Ying Liang & Amei Amei, 2014. "Asymptotic normality of estimators in heteroscedastic errors-in-variables model," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(2), pages 165-195, April.
- Zhao, Yan-Yong & Lin, Jin-Guan & Xu, Pei-Rong & Ye, Xu-Guo, 2015. "Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors," Computational Statistics & Data Analysis, Elsevier, vol. 89(C), pages 204-221.
- Lai, Peng & Li, Gaorong & Lian, Heng, 2013. "Quadratic inference functions for partially linear single-index models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 118(C), pages 115-127.
- Amini, Morteza & Roozbeh, Mahdi, 2015. "Optimal partial ridge estimation in restricted semiparametric regression models," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 26-40.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Wang, Xiuli & Zhao, Shengli & Wang, Mingqiu, 2017. "Restricted profile estimation for partially linear models with large-dimensional covariates," Statistics & Probability Letters, Elsevier, vol. 128(C), pages 71-76.
- Feng Li & Lu Lin & Yuxia Su, 2013. "Variable selection and parameter estimation for partially linear models via Dantzig selector," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(2), pages 225-238, February.
- You, Jinhong & Zhou, Xian, 2006. "Statistical inference in a panel data semiparametric regression model with serially correlated errors," Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 844-873, April.
- You, Jinhong & Zhou, Xian, 2005. "The law of iterated logarithm of estimators for partially linear panel data models," Statistics & Probability Letters, Elsevier, vol. 75(4), pages 267-279, December.
- You, Jinhong & Zhou, Xian & Zhou, Yong, 2010. "Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1079-1101, May.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
- Patrick Saart & Jiti Gao & Nam Hyun Kim, 2014.
"Semiparametric methods in nonlinear time series analysis: a selective review,"
Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(1), pages 141-169, March.
- Patrick Saart & Jiti Gao, 2012. "Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review," Monash Econometrics and Business Statistics Working Papers 21/12, Monash University, Department of Econometrics and Business Statistics.
- Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2020. "Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function," IRTG 1792 Discussion Papers 2020-008, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Hu Yang & Ning Li & Jing Yang, 2020. "A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates," Statistical Papers, Springer, vol. 61(5), pages 1911-1937, October.
- Otsu, Taisuke, 2007. "Penalized empirical likelihood estimation of semiparametric models," Journal of Multivariate Analysis, Elsevier, vol. 98(10), pages 1923-1954, November.
- Daniel Becker & Alois Kneip & Valentin Patilea, 2021. "Semiparametric inference for partially linear regressions with Box-Cox transformation," Papers 2106.10723, arXiv.org.
- Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2023.
"High dimensional semiparametric moment restriction models,"
Journal of Econometrics, Elsevier, vol. 232(2), pages 320-345.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2017. "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers 17/17, Monash University, Department of Econometrics and Business Statistics.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018. "High dimensional semiparametric moment restriction models," CeMMAP working papers CWP69/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018. "High dimensional semiparametric moment restriction models," CeMMAP working papers CWP04/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018. "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers 23/18, Monash University, Department of Econometrics and Business Statistics.
- Dong, C. & Gao, J. & Linton, O., 2018. "High Dimensional Semiparametric Moment Restriction Models," Cambridge Working Papers in Economics 1881, Faculty of Economics, University of Cambridge.
- Han Shang, 2014. "Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density," Computational Statistics, Springer, vol. 29(3), pages 829-848, June.
- Wong, Heung & Liu, Feng & Chen, Min & Ip, Wai Cheung, 2009. "Empirical likelihood based diagnostics for heteroscedasticity in partial linear models," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3466-3477, July.
- Helmut Wasserbacher & Martin Spindler, 2024. "Credit Ratings: Heterogeneous Effect on Capital Structure," Papers 2406.18936, arXiv.org.
- Song, Lixin & Zhao, Yue & Wang, Xiaoguang, 2010. "Sieve least squares estimation for partially nonlinear models," Statistics & Probability Letters, Elsevier, vol. 80(17-18), pages 1271-1283, September.
- Jun Zhang & Zhenghui Feng & Peirong Xu & Hua Liang, 2017. "Generalized varying coefficient partially linear measurement errors models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(1), pages 97-120, February.
- Boente, Graciela & Rodriguez, Daniela, 2008. "Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2808-2828, January.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011.
"Inference on Treatment Effects After Selection Amongst High-Dimensional Controls,"
Papers
1201.0224, arXiv.org, revised May 2012.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2012. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers 10/12, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers 26/13, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2012. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers CWP10/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers CWP26/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Robinson, Peter M. & Thawornkaiwong, Supachoke, 2012. "Statistical inference on regression with spatial dependence," Journal of Econometrics, Elsevier, vol. 167(2), pages 521-542.
More about this item
Keywords
Semiparametric regression model Heteroscedasticity Local polynomial Asymptotic normality Model selection;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:98:y:2007:i:8:p:1539-1557. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.