|
|||||
|
|
Root-n-consistent semiparametric estimation of partially linear models based on k-nn method |
|
| Authors: | Zhenjuan Liu Zhenjuan Liu Xuewen Lu Xuewen Lu |
| Affiliation: | 1. Department of Economics , University of Guelph , Guelph, Ontario N1G 2W1, Canada;2. Department of Math. &3. Stat. , University of Guelph , Guelph, Ontaio N1G 2W1, Canada |
| Abstract: | In the context of the partially linear semiparametric model examined by Robinson (1988), we show that root-n-consisten estimation results established using kernel and series methods can also be obtained by using k-nearest-neighbor (k-nn) method. |
| Keywords: | Semiparametric regression nearest neighbor nonparametric regression partially linear model. |