Given paired observation (xi, v1i, v2i, ..., vpi, t1i, t2i, ..., tqi, yi), i = 1, 2, ..., n, follow the additive semiparametric regression model yi = μ(xi, vi, ti) + i, where
vi = (
v1i,
v2i, ...,
vpi)
', and
ti = (
t1i,
t2i, ...,
tqi)
'. Random errors
i is a normal distribution with mean 0 and variance
σ2. To obtain a mixed estimator
μ(
xi,
vi,
ti), the regression curve
f(
xi) is approached by linier parametric,
gj(
vji) is kernel with bandwidths
Φ = (
φ1,
φ2, ...,
φp)
' and the regression curve component fourier series
hs (
tsi) is approached by
with oscillation paremeter
N. The estimator
is
where
. Penalized Least Squares (PLS) method give
with smoothing parameter
θ = (
θ1,
θ2, ...,
θq)
', the estimator
f(
x) is
and
is
, where
and
. So that,
is the mixed estimator of
μ(
vi,
ti) where
Z(
Φ,
θ,
N) =
C(
Φ,
θ,
N) +
V(
Φ) +
E(
Φ,
θ,
N)
Matrix C(Φ, θ, N), V(Φ) and E(Φ, θ, N) are depended on Φ, θ and N. Optimal Φ, θ and N can be obtained by the smallest Generalized Cross Validation (GCV).