Local polynomial fitting in semivarying coefficient model
Local polynomial fitting in semivarying coefficient model
复制标题
DOI：
10.1006/jmva.2001.2012
复制
发表时间：
2002-07-01
影响因子：
1.6
通讯作者：
Song, XY
中科院分区：
文献类型：
--
作者：
Zhang, WY;Lee, SY;Song, XY
变系数模型是经典线性模型的有效推广。在系数函数具有大致相同的光滑度的条件下，通过简单的局部回归就可以很容易地估计出模型。这导致了一步估计过程。在本文中，我们考虑一种半变系数模型，它是变系数模型的推广，称为半变系数模型。给出了线性部分和非参数部分的估计方法，并研究了它们的相关统计性质。通过仿真研究和实例验证了所提方法的有效性。(C)2001年埃尔塞维尔科学公司(美国)。
Varying coefficient models are useful extensions of the classical linear models. Under the condition that the coefficient functions possess about the same degrees of smoothness, the model can easily be estimated via simple local regression.. This leads to the one-step estimation procedure. In this paper, we consider a semivarying coefficient model which is an extension of the varying coefficient model, which is called the semivarying-coefficient model. Procedures for estimation of the linear part and the nonparametric part are developed and their associated statistical properties are studied. The proposed methods are illustrated by some simulation studies and a real example. (C) 2001 Elsevier Science (USA).