Abstract
The problem of estimation in partially linear models is studied. We introduce an O(n) smoothing spline algorithm which extends the approaches of Speckuman (1988) and Green & Silverman (1994). It is known that the partial spline concept of Green & Silverman is asymptotically biased. In a Monte Carlo study we compare the small sample properties of the two approaches. The main outcome is that both concepts work well for uncorrelated predictor variables.
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© 1998 Springer-Verlag Berlin Heidelberg
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Schimek, M.G. (1998). Partially Linear Models: A New Algorithm and some Simulation Results. In: Payne, R., Green, P. (eds) COMPSTAT. Physica, Heidelberg. https://doi.org/10.1007/978-3-662-01131-7_62
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DOI: https://doi.org/10.1007/978-3-662-01131-7_62
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-1131-5
Online ISBN: 978-3-662-01131-7
eBook Packages: Springer Book Archive