A partial spline approach for semiparametric estimation of varying-coefficient partially linear models

초록

A semiparametric method based on smoothing spline is proposed for the estimation of varying-coefficient partially linear models. A simple and efficient method is proposed, based on a partial spline technique with a lower-dimensional approximation to simultaneously estimate the varying-coefficient function and regression parameters. For interval inference, Bayesian confidence intervals were obtained based on the Bayes models for varying-coefficient functions. The performance of the proposed method is examined both through simulations and by applying it to Boston housing data. (C) 2013 Elsevier B.V. All rights reserved.

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