Research

Identification of the constant components in generalised semivarying coefficient models by cross-validation


Reference:

Zhang, W. Y., 2011. Identification of the constant components in generalised semivarying coefficient models by cross-validation. Statistica Sinica, 21 (4), pp. 1913-1929.

Related documents:

This repository does not currently have the full-text of this item.
You may be able to access a copy if URLs are provided below. (Contact Author)

Official URL:

http://dx.doi.org/10.5705/ss.2009.201

Abstract

In practice, some coefficients in generalised varying coefficient models may be constant. We pay a price on the variance side of an estimator when constant coefficients are treated as special functions. This prompts the question of how to identify the constant coefficients. This is basically a model selection problem. In this paper, we use cross-validation (CV) as a criterion for model selection to identify the constant coefficients. We investigate the asymptotic properties of the proposed CV-based model selection approach. We report on a simulation study conducted to show how well the proposed method works when sample size is finite. Finally, the proposed method is used to analyse a data set from China about contraceptive use, which leads to some interesting findings.

Details

Item Type Articles
CreatorsZhang, W. Y.
DOI10.5705/ss.2009.201
DepartmentsFaculty of Science > Mathematical Sciences
RefereedNo
StatusPublished
ID Code27304

Export

Actions (login required)

View Item