Edgeworth expansion in partial linear models |
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| Authors: | Shi Jian |
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| Institution: | (1) Institute Systems Science, Academic of Sinica, 100080 Beijing, China |
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| Abstract: | In this paper, under some fairly general conditions, a first-order Edgeworth expansion for the standardized statistic of β
in partial linear models is given, then a non-residual type of consistent estimation for the error variance is constructed,
and finally an Edgeworth expansion for the corresponding studentized version is presented. |
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| Keywords: | Partial linear model Edgeworth expansion Least-square estimation Weight functions |
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