Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications

DOI10.1111/j.1541-0420.2007.00937.xzbMath1145.62030OpenAlexW2025915395WikidataQ37186365 ScholiaQ37186365MaRDI QIDQ3530113

Lei Nie, Run-Ze Li

Publication date: 15 October 2008

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2679946

zbMATH Keywords

semiparametric modelslocal linear regressionpartial linear modelsprofile least squares

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Applications of statistics to environmental and related topics (62P12) Monte Carlo methods (65C05)

Related Items (30)

Statistical estimation in partially nonlinear models with random effects ⋮ Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method ⋮ Estimation of parameters of partially sinusoidal frequency model ⋮ Empirical Likelihood for Partially Non Linear Models with Missing Response Variables at Random ⋮ Estimation and inference for additive partially nonlinear models ⋮ Estimation and inference for varying coefficient partially nonlinear errors-in-variables models ⋮ Variable selection in measurement error models ⋮ Empirical likelihood semiparametric nonlinear regression analysis for longitudinal data with responses missing at random ⋮ Estimation and inference for varying coefficient partially nonlinear models ⋮ Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models ⋮ Robust estimation in partially nonlinear models ⋮ Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data ⋮ Pretest and shrinkage estimators in generalized partially linear models with application to real data ⋮ Estimation for varying coefficient partially nonlinear models with distorted measurement errors ⋮ Empirical likelihood inferences for varying coefficient partially nonlinear models ⋮ Bias-corrected estimations in varying-coefficient partially nonlinear models with measurement error in the nonparametric part ⋮ Statistical inference for a varying-coefficient partially nonlinear model with measurement errors ⋮ Quantile regression for robust inference on varying coefficient partially nonlinear models ⋮ Varying coefficient partially nonlinear models with nonstationary regressors ⋮ Robust estimation for the varying coefficient partially nonlinear models ⋮ Sieve least squares estimation for partially nonlinear models ⋮ Testing serial correlation for partially nonlinear models ⋮ Testing the correlated random coefficient model ⋮ Efficient statistical inference for partially nonlinear errors-in-variables models ⋮ Two-stage estimation and simultaneous confidence band in partially nonlinear additive model ⋮ Empirical likelihood dimension reduction inference for partially non-linear error-in-responses models with validation data ⋮ Checking nonparametric component for partially nonlinear model with missing response ⋮ A robust and efficient estimation method for partially nonlinear models via a new MM algorithm ⋮ Estimation in the partially nonlinear model by continuous optimization ⋮ Imputation-based empirical likelihood inferences for partially nonlinear quantile regression models with missing responses

Uses Software

• SemiPar

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Convergence rates for parametric components in a partly linear model
• Profile likelihood and conditionally parametric models
• Asymptotic efficient estimation in semiparametric nonlinear regression models
• An elementary estimator of the partial linear model
• Statistical tools for nonlinear regression. A practical guide with S-PLUS and R examples.
• Generalized likelihood ratio statistics and Wilks phenomenon
• Local linear regression smoothers and their minimax efficiencies
• An Effective Bandwidth Selector for Local Least Squares Regression
• Profile-kernel versus backfitting in the partially linear models for longitudinal/clustered data
• Semiparametric Regression
• A Note on the Efficiency of Sandwich Covariance Matrix Estimation
• Efficient Estimation and Inferences for Varying-Coefficient Models
• A new estimation procedure for a partially nonlinear model via a mixed‐effects approach
• Efficient semiparametric estimator for heteroscedastic partially linear models
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
• Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data

This page was built for publication: Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications