A partially linear model with its applications

Chin-Shang Li

doi:10.1080/03610918.2012.674597

A partially linear model with its applications

Chin-Shang Li

Public Health Sciences

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

The nonparametric component in a partially linear model is approximated via cubic B-splines with a second-order difference penalty on the adjacent B-spline coefficients to avoid undersmoothing. A Wald-type spline-based test statistic is constructed for the null hypothesis of no effect of a continuous covariate. When the number of knots is fixed, the limiting null distribution of the test statistic is the distribution of a linear combination of independent chi-squared random variables, each with one degree of freedom. A real-life dataset is provided to illustrate the practical use of the test statistic.

Original language	English (US)
Pages (from-to)	1673-1680
Number of pages	8
Journal	Communications in Statistics: Simulation and Computation
Volume	42
Issue number	7
DOIs	https://doi.org/10.1080/03610918.2012.674597
State	Published - Aug 1 2013

Keywords

B-splines
Method of Lagrange multipliers
P-splines
Penalized least-squares
Wald-type spline-based test

ASJC Scopus subject areas

Modeling and Simulation
Statistics and Probability

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10.1080/03610918.2012.674597

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A partially linear model with its applications

Abstract

Keywords

ASJC Scopus subject areas

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