| 带有误差线性协变量的半参数变系数部分线性模型的协变量选择 |
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| 引用本文： | 周占功,姜荣,钱伟民.带有误差线性协变量的半参数变系数部分线性模型的协变量选择[J].湘潭大学自然科学学报,2009,31(4). |
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| 作者姓名： | 周占功 姜荣 钱伟民 |
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| 作者单位： | 1. 同济大学,数学系,上海,200092;嘉兴学院,统计系,浙江,嘉兴,314001
2. 同济大学,数学系,上海,200092 |
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| 基金项目： | 教育部高校专业设置预测系统项目 |
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| 摘 要： | 考虑了一些协变量不被观察到,但辅助变量可用时的半参数变系数部分线性模型. 提出了基于SCAD惩罚的参数分量的变量选择方法,且估计既有渐近正态性又有先知性. 模拟研究说明了所提出变量选择方法的有限样本性质.
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| 关 键 词： | 辅助变量 局部线性方法 变系数模型 误差变量 |
Covariate Selection for Semiparametric Varying-Coefficient Partially Linear Models with Error-Prone Linear Covariates |
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| ZHOU Zhan-gong,JIANG Rong,QIAN Wei-min.Covariate Selection for Semiparametric Varying-Coefficient Partially Linear Models with Error-Prone Linear Covariates[J].Natural Science Journal of Xiangtan University,2009,31(4). |
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| Authors: | ZHOU Zhan-gong JIANG Rong QIAN Wei-min |
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| Abstract: | This paper considers semiparametric varying-coefficient partially linear models when some covariates are not observed,but ancillary variables are available.A variable selection procedure for the parametric components is presented based on the SCAD penalization,and the resulting estimates perform asymptotic normality as well as an oracle property.Finite sample performance of the proposed variable selection procedures is illustrated by simulation studies. |
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| Keywords: | SCAD ancillary variables local linear technique varying-coefficient model errors-in-variable SCAD |
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