Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152930 | Statistics & Probability Letters | 2010 | 13 Pages |
Abstract
This paper considers a partially nonlinear model E(Y|X,T)=H(βTX)+g(T), which is a sub-model of the general partially nonlinear model but has some particular advantages in statistical inference. We develop a sieve least squares method to estimate the parameters of the parametric part and the nonparametric part. The consistency and asymptotic normality of the estimator for the parametric part are established. Simulation results show that the sieve estimators perform quite well.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Lixin Song, Yue Zhao, Xiaoguang Wang,