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Restricted profile estimation for partially linear models with large-dimensional covariates

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  • Wang, Xiuli
  • Zhao, Shengli
  • Wang, Mingqiu

Abstract

In the framework of partially linear models with a diverging number of parameters, this paper studies the restricted profile least-squares estimator which is consistent and asymptotically normal under certain conditions. Some simulation studies are conducted to illustrate our approach.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:stapro:v:128:y:2017:i:c:p:71-76
    DOI: 10.1016/j.spl.2017.04.013
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    References listed on IDEAS

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    1. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
    2. Przystalski, Marcin & Krajewski, Pawel, 2007. "Constrained estimators of treatment parameters in semiparametric models," Statistics & Probability Letters, Elsevier, vol. 77(9), pages 914-919, May.
    3. Liang, Hua & Li, Runze, 2009. "Variable Selection for Partially Linear Models With Measurement Errors," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 234-248.
    4. 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.
    5. 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.
    6. Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000. "Partially linear models," MPRA Paper 39562, University Library of Munich, Germany, revised 01 Sep 2000.
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    Cited by:

    1. Aifen Feng & Xiaogai Chang & Jingya Fan & Zhengfen Jin, 2023. "Application of LADMM and As-LADMM for a High-Dimensional Partially Linear Model," Mathematics, MDPI, vol. 11(19), pages 1-14, October.
    2. Aifen Feng & Xiaogai Chang & Youlin Shang & Jingya Fan, 2022. "Application of the ADMM Algorithm for a High-Dimensional Partially Linear Model," Mathematics, MDPI, vol. 10(24), pages 1-13, December.

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