Second Order Approximation in the Partially Linear Regression Model

@inproceedings{COWLES2007SecondOA,
  title={Second Order Approximation in the Partially Linear Regression Model},
  author={Oliver Linton COWLES},
  year={2007}
}
  • Oliver Linton COWLES
  • Published 2007
We examine the second order properties of various quantities of interest in the partially linear regression model. We obtain a stochastic expansion with remainder op(n-2/4), where ,u < 1/2, for the standardized semiparametric least squares estimator, a standard error estimator, and a studentized statistic. We use the second order expansions to correct the… CONTINUE READING