部分线性回归模型的可更新估计方法

A Renewable Estimation Method for Partial Linear Regression Models

  • 摘要: 本文提出了部分线性回归模型的可更新估计方法,在传统的正则性条件下,本文证明了可更新参数估计的相合性和渐近正态性以及可更新非参数估计的性质.此外,本文还对可更新估计计算效率进行了说明,当每块数据样本数小于数据块的数量时,与全数据集估计相比,可更新估计可以显著减少估计所用时间.本文通过数值模拟验证了所提出方法的优越性,并使用可更新估计方法对空气质量数据进行了分析.

     

    Abstract: In this paper, we implement renewable estimation for partial linear regression models. Under the traditional regularity conditions, the consistency and asymptotic normality of the renewable parameter estimation are established, as well as the properties of renewable nonparametric estimations. Additionally, we explain the computational efficiency of the renewable estimations, showing that when sample size of per block is smaller than the number of data blocks, our method can significantly reduce the estimation time compared to the estimation with the full dataset. We conduct simulation experiments to demonstrate the superiority and the expedience of the proposed procedure, and apply the renewable estimation method to analyze the air quality data.

     

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