The focused information criterion for varying-coefficient partially linear measurement error models

doi:10.1007/s00362-014-0645-z

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	The focused information criterion for varying-coefficient partially linear measurement error models
	Wang, Hai Ying 1; Chen, Xinjie 2; Flournoy, Nancy 3
	2016-03-01
发表期刊	STATISTICAL PAPERS
ISSN	0932-5026
卷号	57 期号:1 页码:99-113
摘要	Under 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.
关键词	Focused information criterion Measurement errors Model averaging Model selection Semi-parametric models
DOI	10.1007/s00362-014-0645-z
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000370874400008
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/22165
专题	中国科学院数学与系统科学研究院
通讯作者	Wang, Hai Ying
作者单位	1.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
推荐引用方式 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.