Efficient Estimation of a Varying-coefficient Partially Linear Binary Regression Model

This article considers a semiparametric varying-coefficient partially linear binary regression model. The semiparametric varying-coefficient partially linear regression binary model which is a generalization of binary regression model and varying-coefficient regression model that allows one to explore the possibly nonlinear effect of a certain covariate on the response variable. A Sieve maximum likelihood estimation method is proposed and the asymptotic properties of the proposed estimators are discussed. One of our main objects is to estimate nonparametric component and the unknowen parameters simultaneously. It is easier to compute, and the required computation burden is much less than that of the existing two-stage estimation method. Under some mild conditions, the estimators are shown to be strongly consistent. The convergence rate of the estimator for the unknown smooth function is obtained, and the estimator for the unknown parameter is shown to be asymptotically efficient and normally distributed. Simulation studies are carried out to investigate the performance of the proposed method.

Efficient Estimation for Semiparametric Varying-Coefficient Partially Linear Regression Models with Current Status Data

This article considers a semiparametric varying-coefficient partially linear regression model with current status data. The semiparametric varying-coefficient partially linear regression model which is a generalization of the partially linear regression model and varying-coefficient regression model that allows one to explore the possibly nonlinear effect of a certain covariate on the response variable. A Sieve maximum likelihood estimation method is proposed and the asymptotic properties of the proposed estimators are discussed. Under some mild conditions, the estimators are shown to be strongly consistent. The convergence rate of the estimator for the unknown smooth function is obtained and the estimator for the unknown parameter is shown to be asymptotically efficient and normally distributed. Simulation studies are conducted to examine the small-sample properties of the proposed estimates and a real dataset is used to illustrate our approach.