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Estimation in partially linear models and numerical comparisons

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  • Liang, Hua

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  • Liang, Hua, 2006. "Estimation in partially linear models and numerical comparisons," Computational Statistics & Data Analysis, Elsevier, vol. 50(3), pages 675-687, February.
  • Handle: RePEc:eee:csdana:v:50:y:2006:i:3:p:675-687
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    References listed on IDEAS

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    1. Hamilton, Scott A. & Truong, Young K., 1997. "Local Linear Estimation in Partly Linear Models," Journal of Multivariate Analysis, Elsevier, vol. 60(1), pages 1-19, January.
    2. Newey, Whitney K, 1994. "The Asymptotic Variance of Semiparametric Estimators," Econometrica, Econometric Society, vol. 62(6), pages 1349-1382, November.
    3. M. P. Wand, 2003. "Smoothing and mixed models," Computational Statistics, Springer, vol. 18(2), pages 223-249, July.
    4. Ulrich Rendtel & Johannes Schwarze, 1995. "Zum Zusammenhang zwischen Lohnhöhe und Arbeitslosigkeit: neue Befunde auf Basis semi-parametrischer Schätzungen und eines verallgemeinerten Varianz-Komponenten-Modells," Discussion Papers of DIW Berlin 118, DIW Berlin, German Institute for Economic Research.
    5. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
    6. Li, Qi, 2000. "Efficient Estimation of Additive Partially Linear Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 41(4), pages 1073-1092, November.
    7. Unknown, 1986. "Letters," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 1(4), pages 1-9.
    8. Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000. "Partially linear models," MPRA Paper 39562, University Library of Munich, Germany, revised 01 Sep 2000.
    9. Rice, John, 1986. "Convergence rates for partially splined models," Statistics & Probability Letters, Elsevier, vol. 4(4), pages 203-208, June.
    10. E. E. Kammann & M. P. Wand, 2003. "Geoadditive models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 52(1), pages 1-18, January.
    11. Richard Schmalensee & Thomas M. Stoker, 1999. "Household Gasoline Demand in the United States," Econometrica, Econometric Society, vol. 67(3), pages 645-662, May.
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    Citations

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    Cited by:

    1. Shen, Chung-Wei & Tsou, Tsung-Shan & Balakrishnan, N., 2011. "Robust likelihood inference for regression parameters in partially linear models," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1696-1714, April.
    2. Haotian Chen & Xibin Zhang, 2014. "Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption," Monash Econometrics and Business Statistics Working Papers 28/14, Monash University, Department of Econometrics and Business Statistics.
    3. Raheem, S.M. Enayetur & Ahmed, S. Ejaz & Doksum, Kjell A., 2012. "Absolute penalty and shrinkage estimation in partially linear models," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 874-891.
    4. Ni, Xiao & Zhang, Hao Helen & Zhang, Daowen, 2009. "Automatic model selection for partially linear models," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 2100-2111, October.
    5. Boente, Graciela & Rodriguez, Daniela, 2010. "Robust inference in generalized partially linear models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 2942-2966, December.
    6. Dursun Aydın & Ersin Yılmaz, 2021. "Semiparametric modeling of the right-censored time-series based on different censorship solution techniques," Empirical Economics, Springer, vol. 61(4), pages 2143-2172, October.
    7. Hohsuk Noh & Seong J. Yang, 2020. "Comparing Groups of Decision-Making Units in Efficiency Based on Semiparametric Regression," Mathematics, MDPI, vol. 8(2), pages 1-16, February.
    8. Haiyan Su & Linlin Chen, 2024. "Empirical-Likelihood-Based Inference for Partially Linear Models," Mathematics, MDPI, vol. 12(1), pages 1-12, January.
    9. Aneiros-Perez, G. & Vilar-Fernandez, J.M., 2008. "Local polynomial estimation in partial linear regression models under dependence," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2757-2777, January.
    10. Bahadır Yüzbaşı & S. Ejaz Ahmed & Dursun Aydın, 2020. "Ridge-type pretest and shrinkage estimations in partially linear models," Statistical Papers, Springer, vol. 61(2), pages 869-898, April.
    11. 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.

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