Corrected local polynomial estimation in varying-coefficient models with measurement errors
文献类型：期刊论文
| 作者 | You, Jinhong; Zhou, Yong ; Chen, Gemai
|
| 刊名 | CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
 |
| 出版日期 | 2006-09-01 |
| 卷号 | 34期号:3页码:391-410 |
| 关键词 | asymptotic normality attenuation local linear estimator measurement error regression model varying coefficient wild bootstrap |
| ISSN号 | 0319-5724 |
| 英文摘要 | The authors study a varying-coefficient regression model in which some of the covariates are measured with additive errors. They find that the usual local linear estimator (LLE) of the coefficient functions is biased and that the usual correction for attenuation fails to work. They propose a corrected LLE and show that it is consistent and asymptotically normal, and they also construct a consistent estimator for the model error variance. They then extend the generalized likelihood technique to develop a goodness of fit test for the model. They evaluate these various procedures through simulation studies and use them to analyze data from the Framingham Heart Study. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000241643400003 |
| 出版者 | CANADIAN JOURNAL STATISTICS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/2803]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | You, Jinhong |
| 作者单位 | 1.Univ N Carolina, Dept Biostat, Chapel Hill, NC 27599 USA 2.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China 3.Univ Calgary, Dept Math & Stat, Calgary, AB T2N 1N4, Canada |
| 推荐引用方式 GB/T 7714 | You, Jinhong,Zhou, Yong,Chen, Gemai. Corrected local polynomial estimation in varying-coefficient models with measurement errors[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,2006,34(3):391-410. |
| APA | You, Jinhong,Zhou, Yong,&Chen, Gemai.(2006).Corrected local polynomial estimation in varying-coefficient models with measurement errors.CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,34(3),391-410. |
| MLA | You, Jinhong,et al."Corrected local polynomial estimation in varying-coefficient models with measurement errors".CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE 34.3(2006):391-410. |
入库方式： OAI收割
来源：数学与系统科学研究院
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