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Testing the constancy in varying-coefficient regression models

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  • Na Li
  • Xingzhong Xu
  • Xuhua Liu

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Suggested Citation

  • Na Li & Xingzhong Xu & Xuhua Liu, 2011. "Testing the constancy in varying-coefficient regression models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 74(3), pages 409-438, November.
    • Handle: RePEc:spr:metrik:v:74:y:2011:i:3:p:409-438
    DOI: 10.1007/s00184-010-0310-z
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    References listed on IDEAS

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    1. Colin Wu & Kai Yu & Chin-Tsang Chiang, 2000. "A Two-Step Smoothing Method for Varying-Coefficient Models with Repeated Measurements," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(3), pages 519-543, September.
    2. Jianqing Fan & Wenyang Zhang, 2000. "Simultaneous Confidence Bands and Hypothesis Testing in Varying‐coefficient Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(4), pages 715-731, December.
    3. Wenxin Mao & Linda H. Zhao, 2003. "Free‐knot polynomial splines with confidence intervals," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(4), pages 901-919, November.
    4. Harrison, David Jr. & Rubinfeld, Daniel L., 1978. "Hedonic housing prices and the demand for clean air," Journal of Environmental Economics and Management, Elsevier, vol. 5(1), pages 81-102, March.
    5. Hannig, Jan & Iyer, Hari & Patterson, Paul, 2006. "Fiducial Generalized Confidence Intervals," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 254-269, March.
    6. Tang Qingguo & Cheng Longsheng, 2008. "M-estimation and B-spline approximation for varying coefficient models with longitudinal data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(7), pages 611-625.
    7. You, Jinhong & Zhou, Yong, 2006. "Empirical likelihood for semiparametric varying-coefficient partially linear regression models," Statistics & Probability Letters, Elsevier, vol. 76(4), pages 412-422, February.
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