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Author:

Li, Wanbin (Li, Wanbin.) | Xue, Liugen (Xue, Liugen.) (Scholars:薛留根)

Indexed by:

EI Scopus

Abstract:

This article considers the estimation for the partially linear varying coefficient model with random effect. This article proposes to use the estimators for the variance component and profile weighted semi-parametric least squares (WSLSE) techniques to estimate the parametric component efficiently and to establish its efficiency and asymptotic properties. The proposed estimator is proved to be more efficient than that naive estimation with working independence error structure. Some Monte Carlo simulations are conducted to examine the finite sample performance. Moreover, from the empirical study, the newly proposed procedure performs well in moderate-sized samples. © Springer-Verlag Berlin Heidelberg 2013.

Keyword:

Monte Carlo methods Multivariable systems Random processes Intelligent systems Sampling

Author Community:

  • [ 1 ] [Li, Wanbin]College of Applied Sciences, Beijing University of Technology, 100124, China
  • [ 2 ] [Li, Wanbin]Department of Mathematics, Yancheng Teachers University, Jiangsu, 224002, China
  • [ 3 ] [Xue, Liugen]College of Applied Sciences, Beijing University of Technology, 100124, China

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Source :

ISSN: 1865-0929

Year: 2013

Volume: 391 PART I

Page: 573-583

Language: English

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 11

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