李体政 Likes:

Affiliation of Author(s):

理学院

Journal:

Journal of Statistical Planning and Inference

Key Words:

中文关键字：变系数部分非线性模型；轮廓非线性最小二乘估计；局部线性拟合；广义似然比检验；自助法，英文关键字：Varying coefficient partially nonlinear model；Prof

Abstract:

In this paper, we extend the varying coefficient partially linear model to the varying coefficient partially nonlinear model in which the linear part of the varying coefficient partially linear model is replaced by a nonlinear function of the covariates. A profile nonlinear least squares estimation procedure for the parameter vector and the coefficient function vector of the varying coefficient partially nonlinear model is proposed and the asymptotic properties of the resulting estimators are established. We further propose a generalized likelihood ratio (GLR) test to check whether or not the varying coefficients in the model are constant. The asymptotic null distribution of the GLR statistic is derived and a residual-based bootstrap procedure is also suggested to derive the p-value of the GLR test. Some simulations are conducted to assess the performance of the proposed estimating and testing procedures and the results show that both the procedures perform well in finite samples. Furthermore, a real data example is given to demonstrate the application of the proposed model and its estimating and testing procedures.

Note:

SCI检索

Co-author:

梅长林

First Author:

litizheng

Indexed by:

Journal paper

Volume:

卷：143

Issue:

期：11

Page Number:

页：2023-2037

Translation or Not:

no

Date of Publication:

2013-11-01