部分線性回歸模型的估計.pdf

1、西北大學碩士學位論文部分線性回歸模型的估計姓名：白美利申請學位級別：碩士專業(yè)：應用數(shù)學指導教師：郭鵬江20100611AbstractIncludingparametriccomponentandnonparamerticcomponentpartiallylinearregressionmodelsalloweasierinterpretationoftheeffectoneachvariable，SOtheyaremoreflexi

2、bleanduniversalthantheclassiclinearmodelsornonparamerticregressionmodelsEngle，GrabgerRiceandWeisswereamongthefirsttoconsiderthepartiallylinearregressionmodelsIn1986，theyanalyzedtheralationshipbetweentemperatureandelectri

3、cityusageFromthenon，therehavebeenmakengreatprogressinthestudiesOllpartiallylinearmodelsInthispapertheconsistencyandasymptoticnormalityoftheestimatorsarestudiedonthebaseofdomesticandOVerseasscholarresearchesFirstlythepart

4、iallylinearregressionmodelsareintroducedfromtheorigintothedevelopmentathomeandabroad，mainlyincludingallkindsofestimationmethodstoparametriccomponentandnonparametriccomponentandstudiestothepropertiesoflargesampleThestudie

5、sarebasedOilthedifferentsupposestotheerrorsinthemodelswithfi】【eddesignedpointsSecondlyconsideringthepartiallylinearmodelswithlinearprocesserrors藝f=∥0g(‰)％，1≤i≤刀Byingleastsquaresandusualweightedfunctionmethodcombiningtwo—

6、stageestimationwedefinetheestimators夕and雪for∥andg()，thenweobtaintheirrordermeanconsistency，completeconsistencyandasymptoticnormalityundersuitableconditionsSincegivenconditionsbecomeweakerthemeansinthispaperaremoreunivers

7、alandflexiblethanothermethods，thereweremovesomerestrictionsonlogrithmcalculationandintroducesomelimitepropertiesonpowerfunctionFinallytotheabovemodelwithpmixingsequence，weuseWaveletmethodsandobtaintheestimatorsof∥andg()，