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Partially linear single-index model

WebHowever, how to properly estimate the parameters and link function in partially linear single‐index models in the longitudinal data setting continues to receive considerable attention. Recently, Chen, Li, Liang, and Wang ( 2015 ) have proposed a unified semiparametric GEE analysis in partially linear single‐index models for both sparse and … http://www.personal.psu.edu/ril4/research/AOS835.pdf

A novel partial-linear single-index model for time series

Web15 May 2006 · As special cases, we also consider the pure single-index model (θ=0) and a partially linear model with scalar X (β=1). It is worth pointing out that we cannot simply … Web1 Dec 2010 · In partially linear single-index models, the semiparametrically efficient profile least-squares estimators of regression coefficients are obtained and a proposed tuning … michael d grand fort philippe https://decemchair.com

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Web1 Sep 2015 · The proposed functional partial linear single-index model treats the multivariate random variable as linear part and the random curve as functional single … Web15 May 2006 · Empirical-likelihood-based inference for the parameters in a partially linear single-index model is investigated. Unlike existing empirical likelihood procedures for … Web2 Jan 2014 · We study estimation and hypothesis testing in single-index panel data models with individual effects. Through regressing the individual effects on the covariates linearly, … how to change colors in excel spreadsheet

A novel partial-linear single-index model for time series data

Category:Estimation and testing for panel data partially linear single-index ...

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Partially linear single-index model

Efficient estimation in partially linear single‐index models for ...

WebThe single-index model (SIM) is a simple asset pricing model to measure both the risk and the return of a stock.The model has been developed by William Sharpe in 1963 and is … Web1 Jan 2005 · In partially linear single-index models, there are two different covariate matrices in the model for the linear part and nonlinear part. All covariate information …

Partially linear single-index model

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Web17 Feb 2012 · The models include the “single-index” models, which have β 0 = 0. Using local linear methods, we propose estimates of the unknown parameters (α 0, β 0) and the … WebVariable Selection for Partial Linear Single Index Models: plsim.vs.hard.default: Variable Selection for Partial Linear Single Index Models: plsim.vs.hard.formula: Variable …

Web15 Nov 2024 · In this article, we investigate the functional partially linear single index model when measurement error exists in covariates. The main purpose of this article is to … Web15 Nov 2012 · In partially linear single-index models, we obtain the semiparametrically efficient profile least-squares estimators of regression coefficients. We also employ the …

Web20 Dec 2024 · Single-index modeling framework offers flexibility in reducing dimensionality and modeling nonlinear effects. In this article, we propose a class of partially linear single … Web11 Sep 2024 · This study proposes a family of statistical models under a unified partial-linear single-index (PLSI) modeling framework, to assess the joint effects of …

WebThis paper focuses on a single-index model for the conditional quantile. We propose an adaptive estimation procedure and an iterative algorithm which, under mild regularity …

Web3 Aug 2024 · The partially linear single-index model (PLSIM) is a flexible and powerful model for analyzing the relationship between the response and the multivariate covariates. This … michael d griffin obituaryWebthe partially linear single index model and describe an estimation procedure using the spline method to approximate the nonlinear function in the model. The asymptotic distribution … michael d griffin educationWebThis model is quite general; it includes the aforementioned partial-linear model when the dimension of X is one and also the popular single-index model in the ab-sence of the … how to change colors in pivot chart