Estimation in a semiparametric partially linear errors-in-variables model

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	Estimation in a semiparametric partially linear errors-in-variables model
	Liang, H ; Hardle, W ; Carroll, RJ
	1999-10-01
发表期刊	ANNALS OF STATISTICS
ISSN	0090-5364
卷号	27 期号:5 页码:1519-1535
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.
关键词	errors-in-variables measurement error nonparametric likelihood orthogonal regression partially linear model semiparametric models structural relations
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000086065600003
出版者	INST MATHEMATICAL STATISTICS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14559
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.