Estimation on Varying-Coefficient Partially Linear Model With Different Smoothing Variables |
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| Authors: | Jingyan Feng Zhensheng Huang |
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| Affiliation: | 1. Department of Mathematics , Shanxi Datong University , Datong , P. R. China;2. Department of Statistics , East China Normal University , Shanghai , P. R. China |
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| Abstract: | The authors give the estimation on the varying-coefficient partially linear regression model with different smoothing variables. The efficient estimators of the intercept function and the coefficient functions are obtained by a one-step back-fitting technique based on their initial estimators given by local linear technique and the averaged method. Furthermore, their asymptotic normalities are given. Some simulation studies are used to illustrate the performances of the estimation. |
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| Keywords: | Averaged method Back-fitting technique Different smoothing variables Local linear technique Varying-coefficient partially linear model |
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