摘要
In this note, a sort of partially linear models, Y=βtX+g(T)+εis considered, where T and X are, respectively, one-dimensional and d-dimen-sional, and independent each other. Under the least restrictions for the distributions of X and ε, a strong consistent estimate of parameter β based on the method of An and Zhu is proposed, and under mild conditions, an estimate of g(T) is proved to be consistent to g(T).
In this note, a sort of partially linear models, Y=βtX+g(T)+εis considered, where T and X are, respectively, one-dimensional and d-dimen-sional, and independent each other. Under the least restrictions for the distributions of X and ε, a strong consistent estimate of parameter β based on the method of An and Zhu is proposed, and under mild conditions, an estimate of g(T) is proved to be consistent to g(T).
