Does anyone know how to build pointwise confidence bands in semiparametric models (for nonparametric curve)?

The model is y_i = x_i'*beta + n_i'*f+epsilon_i, where beta is the parametric coefficient regression of vaiables X1,..., Xp; f is the functional form of the nonparametric curve (an spline); and...

10 October 2014 9,023 2 View