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Semi-supervised estimation of a single-index varying-coefficient model

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  • Lai, Peng
  • Wang, Zhou
  • Zhang, Yurong

Abstract

We introduce a single-index varying-coefficient model for the Framingham heart disease data and propose a semi-supervised estimation method that effectively utilizes unlabeled data. The method outperforms traditional approaches in accuracy, as validated by simulations and real examples.

Suggested Citation

  • Lai, Peng & Wang, Zhou & Zhang, Yurong, 2025. "Semi-supervised estimation of a single-index varying-coefficient model," Statistics & Probability Letters, Elsevier, vol. 218(C).
    • Handle: RePEc:eee:stapro:v:218:y:2025:i:c:s0167715224002815
    DOI: 10.1016/j.spl.2024.110312
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    References listed on IDEAS

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    1. Liugen Xue, 2024. "Empirical likelihood and estimation in varying coefficient models with right censored data," Computational Statistics, Springer, vol. 39(3), pages 1683-1707, May.
    2. Thaddeus Tarpey & R. Todd Ogden & Eva Petkova & Ronald Christensen, 2014. "A Paradoxical Result in Estimating Regression Coefficients," The American Statistician, Taylor & Francis Journals, vol. 68(4), pages 271-276, November.
    3. Xue, Liu-Gen & Zhu, Lixing, 2006. "Empirical likelihood for single-index models," Journal of Multivariate Analysis, Elsevier, vol. 97(6), pages 1295-1312, July.
    4. David Azriel & Lawrence D. Brown & Michael Sklar & Richard Berk & Andreas Buja & Linda Zhao, 2022. "Semi-Supervised Linear Regression," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(540), pages 2238-2251, October.
    5. Jiang, Rong & Qian, Wei-Min, 2016. "Quantile regression for single-index-coefficient regression models," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 305-317.
    6. Lai, Peng & Li, Gaorong & Lian, Heng, 2013. "Semiparametric estimation of fixed effects panel data single-index model," Statistics & Probability Letters, Elsevier, vol. 83(6), pages 1595-1602.
    7. Jiang, Rong & Qian, Wei-Min & Zhou, Zhan-Gong, 2016. "Weighted composite quantile regression for single-index models," Journal of Multivariate Analysis, Elsevier, vol. 148(C), pages 34-48.
    8. Liugen Xue, 2024. "Correction: Empirical likelihood and estimation in varying coefficient models with right censored data," Computational Statistics, Springer, vol. 39(6), pages 3483-3483, September.
    Full references (including those not matched with items on IDEAS)

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