【摘要】 讨论响应变量缺失情况下自适应变系数EV模型的估计问题,利用核估计方法对参数和系数函数进行两步估计,证明估计值的相合性和渐近正态性,数值模拟对所得的两步估计值进行比较,并且得出第二步估计值要优于第一步估计值.更多还原

【Abstract】 The estimation problem in the adaptive variable coefficient EV model with response variables missing is discussed.By using kernel estimation method,the parameter and the coefficient function are estimated by two-step estimation,the consistency and the asymptotic normality of the estimated value is proved.The two-step estimated values are compared with numerical simulation and it is found that the second-step estimate is superior to the first-step one.更多还原