Cross-Validation in Semiparametric Models: Some Monte Carlo Results

We present some Monte Carlo results on three semi parametric models, namely, partly linear, error-in-variables, and generalised least squares models. The results favour the use of computational expensive cross-validation criterion for bandwidth selection only when the relative sample size is large.

Saved in:

Bibliographic Details
Main Author:	LEE, David K. C.
Format:	text
Language:	English
Published:	Institutional Knowledge at Singapore Management University 1990
Subjects:	Semiparametric partly linear errors-in-variables generalised least squares cross-validation Econometrics Management Sciences and Quantitative Methods
Online Access:	https://ink.library.smu.edu.sg/lkcsb_research/3368 https://doi.org/10.1080/00949659008811303
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Singapore Management University
Language:	English

id	sg-smu-ink.lkcsb_research-4367
record_format	dspace
spelling	sg-smu-ink.lkcsb_research-43672016-01-09T08:47:00Z Cross-Validation in Semiparametric Models: Some Monte Carlo Results LEE, David K. C. We present some Monte Carlo results on three semi parametric models, namely, partly linear, error-in-variables, and generalised least squares models. The results favour the use of computational expensive cross-validation criterion for bandwidth selection only when the relative sample size is large. 1990-01-01T08:00:00Z text https://ink.library.smu.edu.sg/lkcsb_research/3368 info:doi/10.1080/00949659008811303 https://doi.org/10.1080/00949659008811303 Research Collection Lee Kong Chian School Of Business eng Institutional Knowledge at Singapore Management University Semiparametric partly linear errors-in-variables generalised least squares cross-validation Econometrics Management Sciences and Quantitative Methods
institution	Singapore Management University
building	SMU Libraries
continent	Asia
country	Singapore Singapore
content_provider	SMU Libraries
collection	InK@SMU
language	English
topic	Semiparametric partly linear errors-in-variables generalised least squares cross-validation Econometrics Management Sciences and Quantitative Methods
spellingShingle	Semiparametric partly linear errors-in-variables generalised least squares cross-validation Econometrics Management Sciences and Quantitative Methods LEE, David K. C. Cross-Validation in Semiparametric Models: Some Monte Carlo Results
description	We present some Monte Carlo results on three semi parametric models, namely, partly linear, error-in-variables, and generalised least squares models. The results favour the use of computational expensive cross-validation criterion for bandwidth selection only when the relative sample size is large.
format	text
author	LEE, David K. C.
author_facet	LEE, David K. C.
author_sort	LEE, David K. C.
title	Cross-Validation in Semiparametric Models: Some Monte Carlo Results
title_short	Cross-Validation in Semiparametric Models: Some Monte Carlo Results
title_full	Cross-Validation in Semiparametric Models: Some Monte Carlo Results
title_fullStr	Cross-Validation in Semiparametric Models: Some Monte Carlo Results
title_full_unstemmed	Cross-Validation in Semiparametric Models: Some Monte Carlo Results
title_sort	cross-validation in semiparametric models: some monte carlo results
publisher	Institutional Knowledge at Singapore Management University
publishDate	1990
url	https://ink.library.smu.edu.sg/lkcsb_research/3368 https://doi.org/10.1080/00949659008811303
_version_	1770571409700945920

Cross-Validation in Semiparametric Models: Some Monte Carlo Results

Similar Items