Generalized profile LSE in varying-coefficient partially linear models with measurement errors

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	Generalized profile LSE in varying-coefficient partially linear models with measurement errors
其他题名	Generalized profile LSE in varying-coefficient partially linear models with measurement errors
	Ma Yunbei 1; You Jinhong 2; Zhou Yong 2
	2013
发表期刊	Acta Mathematicae Applicatae Sinica, English Series,
ISSN	0168-9673
卷号	29 期号:3 页码:477-490
摘要	This paper is concerned with the estimating problem of a semiparametric varying-coefficient partially linear errors-in-variables model Y-i = X-i(T)beta + Z(i)(T)alpha(U-i) + epsilon(i), W-i = X-i+xi(i), i = 1,..., n. Due to measurement errors, the usual profile least square estimator of the parametric component, local polynomial estimator of the nonparametric component and profile least squares based estimator of the error variance are biased and inconsistent. By taking the measurement errors into account we propose a generalized profile least squares estimator for the parametric component and show it is consistent and asymptotically normal. Correspondingly, the consistent estimation of the nonparametric component and error variance are proposed as well. These results may be used to make asymptotically valid statistical inferences. Some simulation studies are conducted to illustrate the finite sample performance of these proposed estimations.
其他摘要	Abstract(#br)This paper is concerned with the estimating problem of a semiparametric varying-coefficient partially linear errors-in-variables model Y i = X i t β + Z i t α ( U i ) + ? i , W i = X i + ζ i , i = 1, …, n . Due to measurement errors, the usual profile least square estimator of the parametric component, local polynomial estimator of the nonparametric component and profile least squares based estimator of the error variance are biased and inconsistent. By taking the measurement errors into account we propose a generalized profile least squares estimator for the parametric component and show it is consistent and asymptotically normal. Correspondingly, the consistent estimation of the nonparametric component and error variance are proposed as well. These results may be used to... make asymptotically valid statistical inferences. Some simulation studies are conducted to illustrate the finite sample performance of these proposed estimations.展开 ?收缩
关键词	REGRESSION-MODELS VARIABLES INFERENCES Semiparametric modeling varying-coefficient measurement error local polynomial profile least squares asymptotic normality
收录类别	CSCD
语种	英语
资助项目	[National Natural Science Funds for Distinguished Young Scholar] ; [Creative Research Groups of China] ; [NCMIS] ; [Shanghai University of Finance and Economics through Project 211 Phase III] ; [Shanghai Leading Academic Discipline Project]
CSCD记录号	CSCD:4851583
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/53351
专题	中国科学院数学与系统科学研究院
作者单位	1.Southwestern University Finance & Econ, Sch Stat, Chengdu 611130, Peoples R China 2.上海大学 3.中国科学院数学与系统科学研究院
推荐引用方式 GB/T 7714	Ma Yunbei,You Jinhong,Zhou Yong. Generalized profile LSE in varying-coefficient partially linear models with measurement errors[J]. Acta Mathematicae Applicatae Sinica, English Series,,2013,29(3):477-490.
APA	Ma Yunbei,You Jinhong,&Zhou Yong.(2013).Generalized profile LSE in varying-coefficient partially linear models with measurement errors.Acta Mathematicae Applicatae Sinica, English Series,,29(3),477-490.
MLA	Ma Yunbei,et al."Generalized profile LSE in varying-coefficient partially linear models with measurement errors".Acta Mathematicae Applicatae Sinica, English Series, 29.3(2013):477-490.