Semi-Supervised Estimation for the Partially Linear Varying Coefficient Models
A robust and effective semi-supervised estimation method is proposed to solve the problem of the partially linear varying coefficient model by making full use of unlabeled data information.The proposed semi-supervised estimation method is easy to implement,and its asymptotic properties are given under the large sample theory.It is proved that the proposed estimation is asymptotically superior to the traditional estimation method using only labeled data.The finite sample properties of the proposed estimates are verified by Monte Carlo numerical simulations and a real data problem.
partially linear varying coefficient modelsemi-supervised learningintercept modellocally linear estimation