Proceedings of the International Conference on Education, Management, Commerce and Society

Back-fitting Estimation of Semiparametric Partially Linear Varying-coefficient Models with PCA

Authors
Mingxing Zhang, ZiXin Liu, Jiannan Qiao
Corresponding Author
Mingxing Zhang
Available Online January 2015.
DOI
10.2991/emcs-15.2015.19How to use a DOI?
Keywords
Partially linear varying-coefficient model; Principal component analysis; Back-fitting procedure; Multi-collinearity; Semi-parametric estimation
Abstract

This paper investigates the estimation problem of semi-parametric partially linear varying-coefficient models by the technique of back-fitting. In order to avoid the disturbance of multi-collinearity and improve estimation efficiency, we apply principal component analysis to semi-parametric partially linear varying-coefficient models due to principal components are those uncorrelated linear combinations. And then we obtain the estimators of original parametric component and nonparametric component respectively. Model estimation and some statistic inferences about the property of the estimators are also derived theoretically.

Copyright
© 2015, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the International Conference on Education, Management, Commerce and Society
Series
Advances in Social Science, Education and Humanities Research
Publication Date
January 2015
ISBN
978-94-62520-48-6
ISSN
2352-5398
DOI
10.2991/emcs-15.2015.19How to use a DOI?
Copyright
© 2015, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Mingxing Zhang
AU  - ZiXin Liu
AU  - Jiannan Qiao
PY  - 2015/01
DA  - 2015/01
TI  - Back-fitting Estimation of Semiparametric Partially Linear Varying-coefficient Models with PCA
BT  - Proceedings of the International Conference on Education, Management, Commerce and Society
PB  - Atlantis Press
SP  - 84
EP  - 89
SN  - 2352-5398
UR  - https://doi.org/10.2991/emcs-15.2015.19
DO  - 10.2991/emcs-15.2015.19
ID  - Zhang2015/01
ER  -