کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1149252 957869 2013 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Estimation and inference for varying coefficient partially nonlinear models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Estimation and inference for varying coefficient partially nonlinear models
چکیده انگلیسی


• The varying coefficient partially nonlinear model is proposed.
• An estimating procedure for the model is proposed.
• The asymptotic properties of the resulting estimators are established.
• A test procedure for the nonparametric part of the model is proposed.
• The asymptotic null distribution of the resulting test statistic is derived.

In this paper, we extend the varying coefficient partially linear model to the varying coefficient partially nonlinear model in which the linear part of the varying coefficient partially linear model is replaced by a nonlinear function of the covariates. A profile nonlinear least squares estimation procedure for the parameter vector and the coefficient function vector of the varying coefficient partially nonlinear model is proposed and the asymptotic properties of the resulting estimators are established. We further propose a generalized likelihood ratio (GLR) test to check whether or not the varying coefficients in the model are constant. The asymptotic null distribution of the GLR statistic is derived and a residual-based bootstrap procedure is also suggested to derive the p-value of the GLR test. Some simulations are conducted to assess the performance of the proposed estimating and testing procedures and the results show that both the procedures perform well in finite samples. Furthermore, a real data example is given to demonstrate the application of the proposed model and its estimating and testing procedures.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 143, Issue 11, November 2013, Pages 2023–2037
نویسندگان
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