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The focused information criterion for varying-coefficient partially linear measurement error models
Wang, Hai Ying1; Chen, Xinjie2; Flournoy, Nancy3
2016-03-01
Source PublicationSTATISTICAL PAPERS
ISSN0932-5026
Volume57Issue:1Pages:99-113
AbstractUnder general parametric models, Claeskens and Hjort (J Am Stat Assoc 98:900-916, 2003) proposed a focused information criterion for model selection which emphasizes the accuracy of estimation for particular parameters of interest. This paper extends their framework to include a semi-parametric varying-coefficient partially linear model when covariates in both the parametric and the non-parametric parts are subject to measurement errors. We allow the covariance matrices of the measurement errors to be unknown and be estimated by replicated observations. Also, we derive the asymptotic properties of the frequentist model average estimator for the model in consideration, which generalizes the results obtained by Wang et al. (Electron J Stat 6:1017-1039, 2012). In addition to asymptotic properties, finite sample performance of the proposed methods are examined in a simulation study, and a data set obtained from Continuing Survey of Food Intakes by Individuals conducted by the U.S. Department of Agriculture's (CSFII) is considered.
KeywordFocused information criterion Measurement errors Model averaging Model selection Semi-parametric models
DOI10.1007/s00362-014-0645-z
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000370874400008
PublisherSPRINGER
Citation statistics
Cited Times:3[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/22165
Collection中国科学院数学与系统科学研究院
Affiliation1.Univ New Hampshire, Dept Math & Stat, Durham, NH 03824 USA
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
3.Univ Missouri, Dept Stat, Columbia, MO 65211 USA
Recommended Citation
GB/T 7714
Wang, Hai Ying,Chen, Xinjie,Flournoy, Nancy. The focused information criterion for varying-coefficient partially linear measurement error models[J]. STATISTICAL PAPERS,2016,57(1):99-113.
APA Wang, Hai Ying,Chen, Xinjie,&Flournoy, Nancy.(2016).The focused information criterion for varying-coefficient partially linear measurement error models.STATISTICAL PAPERS,57(1),99-113.
MLA Wang, Hai Ying,et al."The focused information criterion for varying-coefficient partially linear measurement error models".STATISTICAL PAPERS 57.1(2016):99-113.
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