Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables.
Seong J. YangByeong U. ParkPublished in: J. Multivar. Anal. (2014)
Keyphrases
- parameter estimation
- probabilistic model
- linear functions
- nonlinear models
- monte carlo simulation
- model selection
- statistical models
- closed form
- variable selection
- linear model
- potential functions
- independent variables
- conditional probabilities
- complex systems
- parametric models
- structural model
- binary variables
- nonlinear regression
- bayesian networks