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Tests for regression coefficients in high dimensional partially linear models

Yan Liu, Sanguo Zhang, Shuangge Ma and Qingzhao Zhang

Statistics & Probability Letters, 2020, vol. 163, issue C

Abstract: We propose a U-statistics test for regression coefficients in high dimensional partially linear models. In addition, the proposed method is extended to test part of the coefficients. Asymptotic distributions of the test statistics are established. Simulation studies demonstrate satisfactory finite-sample performance.

Keywords: High-dimensional analysis; Partially linear models; Regression coefficients; U-statistics (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2020.108772

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