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An Adaptive Semiparametric Estimation for Partially Linear Models
Partially linear model adaptability adjustment
2011/11/11
In this paper, we propose an adaptive semiparametric estimation for the nonparametric component of partially linear models. The new estimator is better than the usual nonparametric method in the sense...
How Many Iterations are Sufficient for Semiparametric Estimation?
k-step Estimation Semiparametric Models Generalized Profile Likelihood Newton Raphson Algorithm
2010/12/3
A common practice in obtaining a semiparametric efficient esti-mate is through iteratively maximizing the (penalized) log-likelihood w.r.t.