Bo Zhang, Haibing Guo

【Abstract】

The partially linear varying-coefficient model, as an extension of the partially linear model and the varying coefficients model, has been received increasing attention due to their good adaptability and robustness. In this paper,a novel profile least square estimation method for the partially linear varying coefficient models is proposed and asymptotic properties for the estimator s are obtained. Additionally,an application about CD4 data by using the proposed method is proceed.

【Keywords】

partially linear varying coefficient models, varying coefficient models, local polynomial estimation, asymptotic property, CD4 data