Convergence rates for partially splined models

John Rice

Statistics & Probability Letters, 1986, vol. 4, issue 4, 203-208

Abstract: A partial spline model is a semi-parametric regression model. In this paper we analyze the convergence rates of estimates of the parametric and nonparametric components of the model under a particular assumption on the design. We show that the estimate of the parametric component of the model is generally biased and that this bias can be larger than the standard error. To force the bias to be neglible with respect to the standard error, it is necessary to undersmooth the nonparametric component.

Date: 1986
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Citations: View citations in EconPapers (52)

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