Statistical inference for partial functional varying coefficient binary choice model
In this paper,based on the Bspline sieve method,the estimation and asymptotic properties of the partial functional varying coefficient binary choice model are studied.Under certain conditions,the strong consistency and asymptotic normality of the estimates of varying coefficient functions and slope function are proved.Under certain conditions,the estimation of the varying coefficient function and the estimation of the slope function achieve the optimal convergence rate.Numerical simulation and empirical analysis of Tecator data show that the proposed estimation method is feasible and effective.