A note on combining parametric and non-parametric regression

被引：6
|
作者：
Rahman, M
Gokhale, DV
Ullah, A
机构：
[1] UNIV CALIF RIVERSIDE,DEPT STAT,RIVERSIDE,CA 92521
[2] UNIV CALIF RIVERSIDE,DEPT ECON,RIVERSIDE,CA 92521
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1997年 / 26卷 / 02期
关键词：
kernel estimate; model specification; sieve estimate; testing;
D O I：
10.1080/03610919708813394
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A combination of a parametric estimate and a nonparametric estimate of a model for a regression function is considered. The optimal linear combination is estimated from the data by the least squares estimate of the combining coefficient. The estimate so obtained is compared with the one proposed by Wooldridge (1992) and Burman and Chaudhuri (1992),the latter being based on Stein (1956). A test procedure for deciding about the parametric specification is also studied.
引用
收藏
页码：519 / 529
页数：11
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