Restricted profile estimation for partially linear models with large-dimensional covariates

Xiuli Wang, Shengli Zhao and Mingqiu Wang

Statistics & Probability Letters, 2017, vol. 128, issue C, 71-76

Abstract: In the framework of partially linear models with a diverging number of parameters, this paper studies the restricted profile least-squares estimator which is consistent and asymptotically normal under certain conditions. Some simulation studies are conducted to illustrate our approach.

Keywords: B-spline basis; Diverging; Partially linear models; Restrict profile least-squares estimation (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2017.04.013

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