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作者:

Li, Wanbin (Li, Wanbin.) | Xue, Liugen (Xue, Liugen.) (学者:薛留根)

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EI Scopus

摘要:

This article considers the estimation for the partially linear varying coefficient model with random effect. This article proposes to use the estimators for the variance component and profile weighted semi-parametric least squares (WSLSE) techniques to estimate the parametric component efficiently and to establish its efficiency and asymptotic properties. The proposed estimator is proved to be more efficient than that naive estimation with working independence error structure. Some Monte Carlo simulations are conducted to examine the finite sample performance. Moreover, from the empirical study, the newly proposed procedure performs well in moderate-sized samples. © Springer-Verlag Berlin Heidelberg 2013.

关键词:

Intelligent systems Monte Carlo methods Multivariable systems Random processes Sampling

作者机构:

  • [ 1 ] [Li, Wanbin]College of Applied Sciences, Beijing University of Technology, 100124, China
  • [ 2 ] [Li, Wanbin]Department of Mathematics, Yancheng Teachers University, Jiangsu, 224002, China
  • [ 3 ] [Xue, Liugen]College of Applied Sciences, Beijing University of Technology, 100124, China

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ISSN: 1865-0929

年份: 2013

卷: 391 PART I

页码: 573-583

语种: 英文

被引次数:

WoS核心集被引频次: 0

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ESI高被引论文在榜: 0 展开所有

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近30日浏览量: 5

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