Efficient estimation of partially linear varying coefficient models
نویسندگان
چکیده
In this paper, we consider the problem of estimating a semiparametric partially linear varying coefficient model. We derive the semiparametric efficiency bound for the asymptotic variance of the finitedimensional parameter estimator. We also propose an efficient estimator for estimating the finitedimensional parameter of the model. Simulation results show substantial efficiency gain of our proposed estimator over a conventional estimator as considered in Ahmad et al. (2005). © 2013 Elsevier B.V. All rights reserved.
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