Statistical estimation for a partially linear single-index model with errors in all variables

被引：3

作者：

Huang, Zhensheng ^{[1
]}

Zhao, Xin ^{[1
]}

机构：

[1] Nanjing Univ Sci & Technol, Sch Sci, Nanjing 210094, Jiangsu, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2019年 / 48卷 / 05期

基金：

中国国家自然科学基金;

关键词：

Measurement errors; Partially linear single-index model; Pseudo - theta method; SIMEX; EMPIRICAL LIKELIHOOD; SIMEX;

D O I：

10.1080/03610926.2018.1425446

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：

This article considers partially linear single-index models with errors in all variables. By using the Pseudo - theta method (Liang, Hardle, and Carroll 1999), local linear regression and simulation-extrapolation (SIMEX) technique (Cook and Stefanski 1994), we propose an efficient methodology to estimate the current model. Under certain conditions the asymptotic properties of proposed estimators are obtained. Some simulation experiments and an application are conducted to illustrate our proposed method.

引用

页码：1136 / 1148

页数：13

共 19 条

[1]

[Anonymous], 2006, Measurement Error Models

[2] SIMEX and standard error estimation in semiparametric measurement error models [J].

Apanasovich, Tatiyana V. ;

Carroll, Raymond J. ;

Maity, Arnab .

ELECTRONIC JOURNAL OF STATISTICS, 2009, 3 :318-348

[3] Asymptotics for the SIMEX estimator in nonlinear measurement error models [J].

Carroll, RJ ;

Kuchenhoff, H ;

Lombard, F ;

Stefanski, LA .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1996, 91 (433) :242-250

[4] Nonparametric regression in the presence of measurement error [J].

Carroll, RJ ;

Maca, JD ;

Ruppert, D .

BIOMETRIKA, 1999, 86 (03) :541-554

[5] Empirical Likelihood for Partially Linear Single-Index Errors-in-Variables Model [J].

Chen, Xia ;

Cui, Hengjian .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2009, 38 (15) :2498-2514

[6] SIMULATION-EXTRAPOLATION ESTIMATION IN PARAMETRIC MEASUREMENT ERROR MODELS [J].

COOK, JR ;

STEFANSKI, LA .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1994, 89 (428) :1314-1328

[7] Generalized partially linear measurement error models [J].

Liang, H ;

Ren, HB .

JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2005, 14 (01) :237-250

[8]

Liang H, 2005, STAT SINICA, V15, P99

[9]

Liang H, 1999, ANN STAT, V27, P1519

[10] ESTIMATION AND TESTING FOR PARTIALLY LINEAR SINGLE-INDEX MODELS [J].

Liang, Hua ;

Liu, Xiang ;

Li, Runze ;

Tsai, Chih-Ling .

ANNALS OF STATISTICS, 2010, 38 (06) :3811-3836

← 1 2 →