函数系数部分线性模型是一个比较广泛的模型,其常数项函数和系数函数具有不同的自变量.这给模型的估计带来了不小的挑战。利用B样条方法同时给出该模型的常数项函数和系数函数的估计,给出了估计的相合性、渐近正态性以及收敛速度,且该收敛速度达到了非参数最优收敛速度;最后,模拟说明了B样条方法对该模型的估计是有效的。
Functional-coefficient partially linear regression model is a generalized model t~y combining nonparametric and functional-coefficient regression model. The most challenging part is that the smoothing variable of the constant part is different from that of the coefficient which brings difficulty to estimation. This dissertation plans to employ B-spline to estimate all the coefficients of functional-coefficient partially linear regression model.The least square estimation method and asymptotic normality properties are also discussed with some simulations to illustrate the performance of the proposed technique in FCPLR model .