| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151838 | Statistics & Probability Letters | 2013 | 8 Pages |
Abstract
We consider the fixed effects panel data single-index model. For estimation of the link function and the index parameter, the local linear smoothing and the least squares method are used. We also propose a test for the presence of the fixed effects. Finite sample performances are illustrated using simulations.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Peng Lai, Gaorong Li, Heng Lian,