In many cases, the 'labeled' outcome is difficult to observe and may require a complicated or expensive procedure, and the predictor information is easy to be obtained. We propose a semi-supervised estimator for the one-dimensional varying coefficient regression model which improves the conventional supervised estimator by using the unlabeled data efficiently. The semi-supervised estimator is proposed by introducing the intercept model and its asymptotic properties are proven. The Monte Carlo simulation studies and a real data example are conducted to examine the finite sample performance of the proposed procedure.
Citation: Peng Lai, Wenxin Tian, Yanqiu Zhou. Semi-supervised estimation for the varying coefficient regression model[J]. AIMS Mathematics, 2024, 9(1): 55-72. doi: 10.3934/math.2024004
In many cases, the 'labeled' outcome is difficult to observe and may require a complicated or expensive procedure, and the predictor information is easy to be obtained. We propose a semi-supervised estimator for the one-dimensional varying coefficient regression model which improves the conventional supervised estimator by using the unlabeled data efficiently. The semi-supervised estimator is proposed by introducing the intercept model and its asymptotic properties are proven. The Monte Carlo simulation studies and a real data example are conducted to examine the finite sample performance of the proposed procedure.
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