Partially linear single-index measurement error models

被引:4
作者
Liang, H
Wang, NS
机构
[1] St Jude Childrens Res Hosp, Dept Biostat, Memphis, TN 38105 USA
[2] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA
关键词
local linear regression; nonparametric regression; semiparametric estimation;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a partially linear single-index model Y = eta (Z(T) alpha(0))+X-T beta(0+epsilon) when X is measured with additive error. Estimators in the literature are biased when the measurement errors are ignored. We propose two estimators in this setting and develop their asymptotic normality. We apply the proposed estimators to the analysis of dietary data, and provide the results of a simulation experiment to illustrate our approach.
引用
收藏
页码:99 / 116
页数:18
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