Instrumental regression in partially linear models
نویسندگان
چکیده
منابع مشابه
Quantile Regression in Partially Linear Varying Coefficient Models by Huixia
Semiparametric models are often considered for analyzing longitudinal data for a good balance between flexibility and parsimony. In this paper, we study a class of marginal partially linear quantile models with possibly varying coefficients. The functional coefficients are estimated by basis function approximations. The estimation procedure is easy to implement, and it requires no specification...
متن کاملSCAD-Penalized Regression in High-Dimensional Partially Linear Models
We consider the problem of simultaneous variable selection and estimation in partially linear models with a divergent number of covariates in the linear part, under the assumption that the vector of regression coefficients is sparse. We apply the SCAD penalty to achieve sparsity in the linear part and use polynomial splines to estimate the nonparametric component. Under reasonable conditions, i...
متن کاملSemiparametric Efficient Estimation of Partially Linear Quantile Regression Models
Lee (2003) develops a √ n-consistent estimator of the parametric component of a partially linear quantile regression model, which is used to obtain his one-step semiparametric efficient estimator. As a result, how well the efficient estimator performs depends on the quality of the initial √ n-consistent estimator. In this paper, we aim to improve the small sample performance of the one-step eff...
متن کاملSemiparametric efficiency for partially linear single-index regression models
We calculate semiparametric efficiency bounds for a partially linear single-index model using a simple method developed by [1]. We show that this model can be used to evaluate the efficiency of several existing estimators.
متن کاملPartially linear censored quantile regression.
Censored regression quantile (CRQ) methods provide a powerful and flexible approach to the analysis of censored survival data when standard linear models are felt to be appropriate. In many cases however, greater flexibility is desired to go beyond the usual multiple regression paradigm. One area of common interest is that of partially linear models: one (or more) of the explanatory covariates ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Econometrics Journal
سال: 2012
ISSN: 1368-4221,1368-423X
DOI: 10.1111/j.1368-423x.2011.00358.x