Advances and Applications in Statistics
Volume 65, Issue 2, Pages 209 - 226
(December 2020) http://dx.doi.org/10.17654/AS065020209 |
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A SIMULATION ASSESSMENT OF THE PROPERTIES OF THE ESTIMATORS OF A PARTIALLY LINEAR MODEL
Dennis A. Tarepe, Kennet G. Cuarteros and Palawan M. Diangca
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Abstract: Theoretically, the partially linear model is a special case of the additive regression models (Hastie and Tibshirani [16], and Stone [30]), which allows easier interpretation of the effect of each variable and may be preferable to a completely nonparametric regression because of the well-known curse of dimensionality. Well known applications of semiparametric models are the analysis of the relationships between temperature and electricity usage (Engle et al. [12]), the wage curve (Blanchflower and Oswald [5]), the analysis of the household gasoline consumption in the United States (Schmalensee and Stoker [28]), and many others. In this paper, we assessed the asymptotic properties of an estimate of the unknown function We consider its consistency, convergence rate, and asymptotic normality. |
Keywords and phrases: simulation, estimators, partial, linear model.
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