Smoothing Spline Estimation for Partially Linear Single-index Models |
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| Authors: | Bartholomew Leung Heung Wong Shengtong Han |
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| Institution: | 1. Department of Applied Mathematics , The Hong Kong Polytechnic University , Hung Hom, Kowloon, Hong Kong;2. Department of Statistics and Actuarial Science East China , Normal University , Shanghai, P.R. China |
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| Abstract: | In this article, the partially linear single-index models are discussed based on smoothing spline and average derivative estimation method. This proposed technique consists of two stages: one is to estimate the vector parameter in the linear part using the smoothing cubic spline method, simultaneously, obtaining the estimator of unknown single-index function; the other is to estimate the single-index coefficients in the single-index part by the using average derivative estimator procedure. Some simulated and real examples are presented to illustrate the performance of this method. |
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| Keywords: | Average derivative estimate Partially linear single-index models Smoothing spline |
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