Dimension reduction in partly linear error-in-response models with validation data

doi:10.1016/S0047-259X(02)00066-0

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	Dimension reduction in partly linear error-in-response models with validation data
	Wang, QH
	2003-05-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	85 期号:2 页码:234-252
摘要	Consider partial linear models of the form Y=X(tau)beta+g(T)+e with Y measured with error and both p-variate explanatory X and T measured exactly. Let (Y) over tilde be the surrogate variable for Y with measurement error. Let primary data set be that containing independent observations on ((Y) over tilde, X, T) and the validation data set be that containing independent observations on (Y, (Y) over tilde, X, T), where the exact observations on Y may be obtained by some expensive or difficult procedures for only a small subset of subjects enrolled in the study. In this paper, without specifying any structure equations and distribution assumption of Y given (Y) over tilde, a semiparametric dimension reduction technique is employed to obtain estimators of beta and g(.) based the least squared method and kernel method with the primary data and validation data. The proposed estimators of beta are proved to be asymptotically normal, and the estimator for g(.) is proved to be weakly consistent with an optimal convergent rate. (C) 2003 Elsevier Science (USA). All rights reserved.
关键词	dimension reduction partial linear model validation data asymptotic normality
DOI	10.1016/S0047-259X(02)00066-0
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000183083200002
出版者	ACADEMIC PRESS INC ELSEVIER SCIENCE
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18662
专题	应用数学研究所
通讯作者	Wang, QH
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100871, Peoples R China 2.Heilongjiang Univ, Harbin 150080, Peoples R China
推荐引用方式 GB/T 7714	Wang, QH. Dimension reduction in partly linear error-in-response models with validation data[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2003,85(2):234-252.
APA	Wang, QH.(2003).Dimension reduction in partly linear error-in-response models with validation data.JOURNAL OF MULTIVARIATE ANALYSIS,85(2),234-252.
MLA	Wang, QH."Dimension reduction in partly linear error-in-response models with validation data".JOURNAL OF MULTIVARIATE ANALYSIS 85.2(2003):234-252.