The Laws of the Iterated Logarithm for Residuals Estimation in Partial Linear Model

We consider the partial linear model y_i = X_i’β+ g（T_i）+e_i, where the residual e_i is i.i.d. with unknown connon distribution function G . In this paper, on the basis of the residuals, one first define the estimators \widehatG_n of the distribution G of error, then we show that Chung,Smirnov,Kolmogorov-Smirnov and Cremer-Von Mises properties hold of \widehatG_n for G.