Two-stage estimation and bias-corrected empirical likelihood in a partially linear single-index varying-coefficient model
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：Liugen Xue (Beijing University of Technology)
： 2024-11-01 14:30
：Conference Room 107 at Experiment Building at Haiyun Campus
Speaker：Liugen Xue (Beijing University of Technology)
Time：2024-11-1, 14:30
Location：Conference Room 107 at Experiment Building at Haiyun Campus
Abstract:
The estimation and empirical likelihood (EL) of the parameters of interest in a partially linear single-index varying-coefficient model are studied. A two-stage method is presented to estimate the regression parameters and the coefficient functions. The asymptotic distributions of the proposed estimators are obtained. Meanwhile, a bias-corrected EL ratio for the regression parameters is proposed. It is shown that the ratio is asymptotically standard chi-squared. The result can be directly used to construct the EL confidence regions of the regression parameters. Simulation studies are carried out to evaluate the finite sample behavior of the proposed method. An application example of a real data set is given.
