A partial spline approach for semiparametric estimation of varying-coefficient partially linear models

Young-Ju Kim

Computational Statistics & Data Analysis, 2013, vol. 62, issue C, 181-187

Abstract: A semiparametric method based on smoothing spline is proposed for the estimation of varying-coefficient partially linear models. A simple and efficient method is proposed, based on a partial spline technique with a lower-dimensional approximation to simultaneously estimate the varying-coefficient function and regression parameters. For interval inference, Bayesian confidence intervals were obtained based on the Bayes models for varying-coefficient functions. The performance of the proposed method is examined both through simulations and by applying it to Boston housing data.

Keywords: Bayesian confidence interval; Partial spline; Partially linear; Penalized likelihood; Smoothing spline; Varying coefficients (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:62:y:2013:i:c:p:181-187

DOI: 10.1016/j.csda.2013.01.006

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