The B-spline Two-stage Least Square Estimation Of Varying-coefficient Model Function Coefficients

In this paper, we study varying-coefficient model based on independent observations. When one-dimensional regression variable X and the error term are related, B-spline two-stage least square method for function coefficients is used to estimate, and large sample properties are discussed.Firstly, we introduce the B-spline function and two stage least square estimation; secondly, when re-gression variables and the error term are related in varying-coefficient model, the biased of the least square estimate is proved; finally, we make use of the two-stage least square estimation to estimate variation coef-ficient of varying-coefficient model, and then large sample properties are discussed and proofed.