We consider the partially linear model relating a response Y to predictors (X,T) with mean function X(inverted perpendicular)beta + g(T) when the X's are measured with additive error. The semiparametric likelihood estimate of Severini and Staniswalis leads to biased estimates of both the parameter beta and the function g((.))when measurement error is ignored. We derive a simple modification of their estimator which is a semiparametric version of the usual parametric correction for attenuation. The resulting estimator of beta is shown to be consistent and its asymptotic distribution theory is derived. Consistent standard error estimates using sandwich-type ideas are also developed.
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Chongqing Univ Arts & Sci, Sch Math & Finances, Chongqing 402160, Peoples R ChinaChongqing Univ Arts & Sci, Sch Math & Finances, Chongqing 402160, Peoples R China
机构:
Chongqing Technol & Business Univ, Math & Stat Coll, Chongqing 400067, Peoples R ChinaChongqing Technol & Business Univ, Math & Stat Coll, Chongqing 400067, Peoples R China
Hu, Xuemei
Liu, Feng
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Chongqing Inst Technol, Sch Math & Phys, Chongqing 400050, Peoples R ChinaChongqing Technol & Business Univ, Math & Stat Coll, Chongqing 400067, Peoples R China
Liu, Feng
Wang, Zhizhong
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Cent S Univ, Sch Math & Comp Technol, Changsha 410075, Hunan, Peoples R ChinaChongqing Technol & Business Univ, Math & Stat Coll, Chongqing 400067, Peoples R China
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Sungkyunkwan Univ, Dept Stat, 25-2 Sungkyunkwan Ro, Seoul 03063, South KoreaSungkyunkwan Univ, Dept Stat, 25-2 Sungkyunkwan Ro, Seoul 03063, South Korea
Lee, Eun Ryung
Han, Kyunghee
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Univ Calif Davis, Dept Stat, Math & Sci Bldg 4118, Davis, CA 95616 USASungkyunkwan Univ, Dept Stat, 25-2 Sungkyunkwan Ro, Seoul 03063, South Korea
Han, Kyunghee
Park, Byeong U.
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Seoul Natl Univ, Dept Stat, 1 Gwanak Ro, Seoul 08826, South KoreaSungkyunkwan Univ, Dept Stat, 25-2 Sungkyunkwan Ro, Seoul 03063, South Korea