Semi-parametric regression: efficiency gains from modeling the nonparametric part
From MaRDI portal
(Redirected from Publication:453301)
Abstract: It is widely admitted that structured nonparametric modeling that circumvents the curse of dimensionality is important in nonparametric estimation. In this paper we show that the same holds for semi-parametric estimation. We argue that estimation of the parametric component of a semi-parametric model can be improved essentially when more structure is put into the nonparametric part of the model. We illustrate this for the partially linear model, and investigate efficiency gains when the nonparametric part of the model has an additive structure. We present the semi-parametric Fisher information bound for estimating the parametric part of the partially linear additive model and provide semi-parametric efficient estimators for which we use a smooth backfitting technique to deal with the additive nonparametric part. We also present the finite sample performances of the proposed estimators and analyze Boston housing data as an illustration.
Recommendations
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
- Efficient semiparametric estimation in generalized partially linear additive models
- An efficient marginal integration estimator of a semiparametric additive modelling
- scientific article; zbMATH DE number 410141
- Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data
Cites work
- scientific article; zbMATH DE number 4098524 (Why is no real title available?)
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- scientific article; zbMATH DE number 1420699 (Why is no real title available?)
- A Cross-Validatory Choice of Smoothing Parameter in Adaptive Location Estimation
- Additive partial linear models with measurement errors
- Bandwidth selection for smooth backfitting in additive models
- Efficient and fast spline-backfitted kernel smoothing of additive models
- Efficient estimates in semiparametric additive regression models with unknown error distribution
- Efficient estimation in nonlinear autoregressive time-series models
- Efficient estimation in the two-sample semiparametric location-scale models
- Exploring spatial nonlinearity using additive approximation
- On Profile Likelihood
- On adaptive estimation
- On asymptotically efficient estimation in semiparametric models
- On efficient estimation in regression models
- Profile likelihood and conditionally parametric models
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Semiparametric inference in a partial linear model
- Smooth backfitting in generalized additive models
- The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
- Weak convergence and empirical processes. With applications to statistics
Cited in
(28)- On partial linear additive isotonic regression
- Efficient semiparametric estimation in generalized partially linear additive models
- Statistical tests in the partially linear additive regression models
- Partial linear regression of compositional data
- Partially Linear Additive Regression with a General Hilbertian Response
- Conditional variance estimation via nonparametric generalized additive models
- Minimax optimal estimation in partially linear additive models under high dimension
- Estimation for semiparametric varying coefficient models with different smoothing variables under random right censoring
- Rejoinder
- Bias reduction by projection on parametric models in Hilbertian nonparametric regression
- Nonparametric regression with parametric help
- Nonparametric multiplicative heteroscedasticity in multi-dimensional regression
- Additive regression with parametric help
- Additive regression for predictors of various natures and possibly incomplete Hilbertian responses
- Hilbertian additive regression with parametric help
- Estimation of a semiparametric multiplicative density model
- Semiparametric efficiency in nonlinear LATE models
- Generalized partially linear varying coefficient models with multiple smoothing variables
- Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
- Some uniform consistency results in the partially linear additive model components estimation
- Asymptotic normality for the wavelet partially linear additive model components estimation
- Nonparametric regression combining linear structure
- scientific article; zbMATH DE number 7625155 (Why is no real title available?)
- Estimation of a partially linear additive model with generated covariates
- Estimating nonlinear additive models with nonstationarities and correlated errors
- Semiparametric Efficiency in Convexity Constrained Single-Index Model
- Estimation of a semiparametric mixture of regressions model
- Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
This page was built for publication: Semi-parametric regression: efficiency gains from modeling the nonparametric part
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q453301)
