156
Views
1
CrossRef citations to date
0
Altmetric
Research Article

Identification for partially linear regression model with autoregressive errors

ORCID Icon, , ORCID Icon & ORCID Icon
Pages 1441-1454 | Received 21 Dec 2019, Accepted 26 Nov 2020, Published online: 30 Dec 2020

References

  • Ruppert D, Wand MP, Carroll RJ. Semiparametric regression. New York: Cambridge University Press; 2003.
  • Yatchew A. Semiparametric regression for the applied econometrician. New York: Cambridge University Press; 2003.
  • Härdle W, Müller M, Sperlich S, et al. Nonparametric and semiparametric models. New York: Springer-Verlag;
  • Opsomer JD, Ruppert D. A root-n consistent backfitting estimator for semiparametric additive modeling. J Comput Graph Stat. 1999;8:715–732.
  • Engle RF, Granger C, Weiss A. Semiparametric estimates of the relation between weather and electricity sales. J Am Stat Assoc. 1986;81:310–320.
  • Härdle W, Liang H, Gao JT. Partially linear models. Physica-Verlag: Heidelberg; 2000.
  • Horowitz JL. Semiparametric and nonparametric methods in econometrics: Springer series in statistics. New York: Springer-Verlag; 2009.
  • Liu X, Wang L, Liang H. Variable selection and estimation for semiparametric additive partial linear models. Stat Sin. 2011;21:1225–1248.
  • Roozbeh M, Arashi M, Gasparini M. Seemingly unrelated ridge regression in semiparametric models. Commun Stat Theory Methods. 2012;41(8):1364–1386.
  • Amini M, Roozbeh M. Least trimmed squares ridge estimation in partially linear regression models. J Stat Comput Simul. 2016;86(14):2766–2780.
  • Roozbeh M, Arashi M. Shrinkage ridge regression in partial linear models. Commun Stat Theory Methods. 2016;45(20):6022–6044.
  • Roozbeh M. Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion. Comput Stat Data Anal. 2018;117:45–61.
  • Amini M, Roozbeh M. Improving the prediction performance of the LASSO by subtracting the additive structural noises. Comput Stat. 2019;34(1):415–432.
  • Brockwell PJ, Davis RA. Time series: theory and methods. Springer-Verlag: New York; 1991.
  • Sheather SJ. A modern approach to regression with R. New York: Springer; 2009.
  • Chen R, Liang H, Wang J. On determination of linear components in additive models. J Nonparametr Stat. 2011;23:367–383.
  • Zhang HH, Cheng G, Liu Y. Linear or nonlinear? Automatic structure discovery for partially linear models. J Am Stat Assoc. 2011;106:1099–1112.
  • Huang J, Wei F, Ma S. Semiparametric regression pursuit. Stat Sin. 2012;22:1403–1426.
  • Lian H. Variable selection in high-dimensional partly linear additive models. J Nonparametr Stat. 2012;24(4):825–839.
  • Lian H, Liang H, Ruppert D. Separation of covariates into nonparametric and parametric parts in high-dimensional partially linear additive models. Stat Sin. 2015;25:591–607.
  • Kazemi M, Shahsavani D, Arashi M. Variable selection and structure identification for ultrahigh-dimensional partially linear additive models with application to cardiomyopathy microarray data. Stat Optim Inf Comput. 2018;6(3):373–382.
  • Kazemi M, Shahsavani D, Arashi M. A sure independence screening procedure for ultra-high dimensional partially linear additive models. J Appl Stat. 2019;46(8):1385–1403.
  • Gao JT. Nonlinear time series: semiparametric and nonparametric methods. London: Chapman & Hall/CRC; 2007.
  • You JH, Chen G. Semiparametric generalized least squares estimation in partially linear regression models with correlated errors. J Stat Plan Inference. 2007;137:117–132.
  • Aneiros-pérez G, Vilar-Ferńandez JM. Local polynomial estimation in partial linear regression models under dependence. J Stat Plan Inference. 2008;52:2757–2777.
  • Roozbeh M, Arashi M, Niroumand HA. Ridge regression methodology in partial linear models with correlated errors. J Stat Comput Simul. 2011;81(4):517–528.
  • Amini M, Roozbeh M. Optimal partial ridge estimation in restricted semiparametric regression models. J Multivar Anal. 2015;136:26–40.
  • Li D, Li G, You J. Significant variable selection and autoregressive order determination for time series partially linear models. J Time Ser Anal. 2014;35(5):478–490.
  • Zheng S, Li D. Semiparametric time series regression modeling with a diverging number of parameters. Stat Neerl. 2018;72(2):90–108.
  • Fan J, Li R. Variable selection via nonconcave penalized likelihood and its oracle properties. J Am Stat Assoc. 2001;96:1348–1360.
  • Box GEP, Jenkins GM, Reinsel GC. Time series analysis-forecasting and control. 3rd ed. New York: Prentice Hall; 1994.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.