QA344 : Estimation of the partially linear model by cubic B-spline
Thesis > Central Library of Shahrood University > Mathematical Sciences > MSc > 2015
Authors:
Abstarct: To smooth a data set in the scatter plot should use appropriate methods to create an approximate function. Splines are one of the kinds smoother scatter plot. In partially linear model, estimation by spline lead to ill-condition X' X matrix. An equivalent basis to fix the problem is basis B-spline. The nonparametric component in a partially linear model is approximated via cubic B-splines with a second-order difference penalty on the adjacent B-spline coefficients to avoid under smoothing. A Wald-type spline-baxsed test statistic is constructed for the null
hypothesis of no effect of a continuous covariate. When the number of knots is fixed, the limiting null distribution of the test statistic is the distribution of a linear combination of independent chi-squared random variables, each with one degree of freedom. A real-life dataset is provided to illustrate the practical use of the test statistic.
Keywords:
#B-splines; Method of Lagrange multipliers; Penalized least-squares; P-splines; Wald-type spline-baxsed test
Keeping place: Central Library of Shahrood University
Visitor:
Keeping place: Central Library of Shahrood University
Visitor: