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Estimation in partially linear models and numerical comparisons
Journal article   Open access   Peer reviewed

Estimation in partially linear models and numerical comparisons

Hua Liang
Computational statistics & data analysis, v 50(3), pp 675-687
2006
PMID: 20174596
url
https://europepmc.org/articles/pmc2824448View
Accepted (AM)Open Access (License Unspecified) Open

Abstract

Bandwidth selection Linear mixed-effects model Local linear Penalized spline Profile-kernel based Undersmooth
Partially linear models with local kernel regression are popular nonparametric techniques. However, bandwidth selection in the models is a puzzling topic that has been addressed in the literature with the use of undersmoothing and regular smoothing. In an attempt to address the strategy of bandwidth selection, we review profile-kernel based and backfitting methods for partially linear models, and justify why undersmoothing is necessary for backfitting method and why the “optimal” bandwidth works out for profile-kernel based method. We suggest a general computation strategy for estimating nonparametric function. We also employ the penalized spline method for partially linear models and conduct intensive simulation experiments to explore the numerical performance of the penalized spline method, profile and backfitting methods. A real dataset is analyzed with the three methods.

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50 citations in Scopus

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Web of Science research areas
Computer Science, Interdisciplinary Applications
Statistics & Probability
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