Focused Information Criterion for Series Estimation in Partially Linear Models

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2017-02-09 DOI:10.1111/jere.12139

Naoya Sueishi, Arihiro Yoshimura

引用次数: 0

Abstract

This paper proposes a focused information criterion for variable selection in partially linear models. Our criterion is designed to select an optimal model for estimating a focus parameter, which is a parameter of interest. We estimate the model using the series method and jointly select the variables in the linear part and the series length in the nonparametric part. A Monte Carlo simulation shows that the proposed focused information criterion successfully selects the model that has a relatively small mean squared error of the estimator for the focus parameter.

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部分线性模型序列估计的聚焦信息准则

本文提出了一种局部线性模型中变量选择的集中信息准则。我们的准则旨在选择一个最优模型来估计焦点参数，这是一个感兴趣的参数。我们采用序列法对模型进行估计，并联合选取线性部分的变量和非参数部分的序列长度。蒙特卡罗仿真表明，所提出的聚焦信息准则成功地选择了焦点参数估计器均方误差相对较小的模型。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.