Partially linear varying coefficient model is a generalization of partially linear model and varying coefficient model and is frequently used in statistical modeling. In this paper, we construct estimators of the parametric and nonparametric components by Profile least-squares procedure which is based on local linear smoothing. The resulting estimators are shown to be asymptotically normal with heteroscedastic error.
Partially linear varying coefficient model is a generalization of partially linear model and varying coefficient model and is frequently used in statistical modeling. In this paper, we construct estimators of the parametric and nonparametric components by Profile least-squares procedure which is based on local linear smoothing. The resulting estimators are shown to be asymptotically normal with heteroscedastic error.