Corrected local polynomial estimation in varying-coefficient models with measurement errors

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	Corrected local polynomial estimation in varying-coefficient models with measurement errors
	You, Jinhong ; Zhou, Yong; Chen, Gemai
	2006-09-01
发表期刊	CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
ISSN	0319-5724
卷号	34 期号:3 页码:391-410
摘要	The authors study a varying-coefficient regression model in which some of the covariates are measured with additive errors. They find that the usual local linear estimator (LLE) of the coefficient functions is biased and that the usual correction for attenuation fails to work. They propose a corrected LLE and show that it is consistent and asymptotically normal, and they also construct a consistent estimator for the model error variance. They then extend the generalized likelihood technique to develop a goodness of fit test for the model. They evaluate these various procedures through simulation studies and use them to analyze data from the Framingham Heart Study.
关键词	asymptotic normality attenuation local linear estimator measurement error regression model varying coefficient wild bootstrap
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000241643400003
出版者	CANADIAN JOURNAL 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/2804
专题	应用数学研究所
通讯作者	You, Jinhong
作者单位	1.Univ N Carolina, Dept Biostat, Chapel Hill, NC 27599 USA 2.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China 3.Univ Calgary, Dept Math & Stat, Calgary, AB T2N 1N4, Canada
推荐引用方式 GB/T 7714	You, Jinhong,Zhou, Yong,Chen, Gemai. Corrected local polynomial estimation in varying-coefficient models with measurement errors[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,2006,34(3):391-410.
APA	You, Jinhong,Zhou, Yong,&Chen, Gemai.(2006).Corrected local polynomial estimation in varying-coefficient models with measurement errors.CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,34(3),391-410.
MLA	You, Jinhong,et al."Corrected local polynomial estimation in varying-coefficient models with measurement errors".CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE 34.3(2006):391-410.