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Estimation in a semiparametric partially linear errors-in-variables model
文献类型：期刊论文
| 作者 | Liang, H; Hardle, W; Carroll, RJ |
| 刊名 | ANNALS OF STATISTICS
 |
| 出版日期 | 1999-10-01 |
| 卷号 | 27期号:5页码:1519-1535 |
| 关键词 | errors-in-variables measurement error nonparametric likelihood orthogonal regression partially linear model semiparametric models structural relations |
| ISSN号 | 0090-5364 |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000086065600003 |
| 出版者 | INST MATHEMATICAL STATISTICS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14558]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Liang, H |
| 作者单位 | 1.Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China 2.Humboldt Univ, Inst Stat & Okonometrie, D-10178 Berlin, Germany 3.Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA |
| 推荐引用方式 GB/T 7714 | Liang, H,Hardle, W,Carroll, RJ. Estimation in a semiparametric partially linear errors-in-variables model[J]. ANNALS OF STATISTICS,1999,27(5):1519-1535. |
| APA | Liang, H,Hardle, W,&Carroll, RJ.(1999).Estimation in a semiparametric partially linear errors-in-variables model.ANNALS OF STATISTICS,27(5),1519-1535. |
| MLA | Liang, H,et al."Estimation in a semiparametric partially linear errors-in-variables model".ANNALS OF STATISTICS 27.5(1999):1519-1535. |
入库方式： OAI收割
来源：数学与系统科学研究院
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