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Partially Linear Models: A New Algorithm and some Simulation Results

  • Conference paper
COMPSTAT
  • 736 Accesses

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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References

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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

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