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Root-n-consistent semiparametric estimation of partially linear models based on k-nn method |
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| Authors: | Zhenjuan Liu Xuewen Lu Zhenjuan Liu |
| Institution: | a Department of Economics, University of Guelph, Canada b Department of Math. & Stat., University of Guelph, 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 |
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