Estimation of semiparametric models

JL Powell - Handbook of econometrics, 1994 - Elsevier
A semiparametric model for observational data combines a parametric form for some
component of the data generating process (usually the behavioral relation between the …

[PDF][PDF] Applied linear regression

S Weisberg - 2005 - stat.cmu.edu
Master linear regression techniques with a new edition of a classic text Reviews of the
Second Edition:" I found it enjoyable reading and so full of interesting material that even the …

Sliced inverse regression for dimension reduction

KC Li - Journal of the American Statistical Association, 1991 - Taylor & Francis
Modern advances in computing power have greatly widened scientists' scope in gathering
and investigating information from many variables, information which might have been …

[图书][B] Multiple linear regression

DJ Olive, DJ Olive - 2017 - Springer
Multiple Linear Regression | SpringerLink Skip to main content Advertisement SpringerLink
Account Menu Find a journal Publish with us Track your research Search Cart Book cover Linear …

Semiparametric least squares (SLS) and weighted SLS estimation of single-index models

H Ichimura - Journal of econometrics, 1993 - Elsevier
For the class of single-index models, I construct a semiparametric estimator of coefficients up
to a multiplicative constant that exhibits 1√ n-consistency and asymptotic normality. This …

[图书][B] Unified methods for censored longitudinal data and causality

MJ Laan, JM Robins - 2003 - Springer
During the last decades, there has been an explosion in computation and information
technology. This development comes with an expansion of complex observational studies …

An adaptive estimation of dimension reduction space

Y Xia, H Tong, WK Li, LX Zhu - Journal of the Royal Statistical …, 2002 - academic.oup.com
Searching for an effective dimension reduction space is an important problem in regression,
especially for high dimensional data. We propose an adaptive approach based on …

Optimal smoothing in single-index models

W Hardle, P Hall, H Ichimura - The annals of Statistics, 1993 - projecteuclid.org
Single-index models generalize linear regression. They have applications to a variety of
fields, such as discrete choice analysis in econometrics and dose response models in …

On principal Hessian directions for data visualization and dimension reduction: Another application of Stein's lemma

KC Li - Journal of the American Statistical Association, 1992 - Taylor & Francis
Modern graphical tools have enhanced our ability to learn many things from data directly.
With much user-friendly graphical software available, we are encouraged to plot a lot more …

Regression analysis under link violation

KC Li, N Duan - The Annals of Statistics, 1989 - JSTOR
We study the behavior of regression analysis when there might be some violation of the
assumed link function, the functional form of the model which relates the outcome variable y …