摘要
作为部分线性模型与变系数模型的推广,部分线性变系数模型是一类应用广泛的数据分析模型.利用Backfitting方法拟合这类特殊的可加模型,可得到模型中常值系数估计量的精确解析表达式,该估计量被证明是n^(1/2)相合的.最后通过数值模拟考察了所提估计方法的有效性.
Partially linear varying coefficient model is a generalization of partially linear model and varying coefficient model and is frequently used in statistical modeling.This paper proposes Back- fitting procedure for fitting this special additive model,by which an explicit expression for estimators of constant coefficients in the model can be obtained.It is showed that the estimators are root-n consistent.Finally,some simulations are conducted to examine the performance of the procedure in the paper and the re...
出处
《高校应用数学学报（A辑）》
CSCD
北大核心
2008年第2期227-234,共8页
Applied Mathematics A Journal of Chinese Universities(Ser.A)
基金
国家自然科学基金(10431010)
国家社会科学基金(07CTJ003)
