Difference based estimation for partially linear regression models with measurement errors | |
Zhao, Haibing; You, Jinhong | |
刊名 | JOURNAL OF MULTIVARIATE ANALYSIS |
2011-11 | |
卷号 | 102期号:10页码:1321-1338 |
关键词 | Difference based estimation Partially linear model Measurement error |
ISSN号 | 0047-259X |
DOI | 10.1016/j.jmva.2011.04.009 |
英文摘要 | This paper is concerned with the estimating problem of the partially linear regression models where the linear covariates are measured with additive errors. A difference based estimation is proposed to estimate the parametric component. We show that the resulting estimator is asymptotically unbiased and achieves the semiparametric efficiency bound if the order of the difference tends to infinity. The asymptotic normality of the resulting estimator is established as well. Compared with the corrected profile least squares estimation, the proposed procedure avoids the bandwidth selection. In addition, the difference based estimation of the error variance is also considered. For the nonparametric component, the local polynomial technique is implemented. The finite sample properties of the developed methodology is investigated through simulation studies. An example of application is also illustrated. (C) 2011 Elsevier Inc. All rights reserved. |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | ELSEVIER INC |
WOS记录号 | WOS:000293048300001 |
内容类型 | 期刊论文 |
源URL | [http://10.2.47.112/handle/2XS4QKH4/2229] |
专题 | 上海财经大学 |
通讯作者 | You, Jinhong |
作者单位 | Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China |
推荐引用方式 GB/T 7714 | Zhao, Haibing,You, Jinhong. Difference based estimation for partially linear regression models with measurement errors[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2011,102(10):1321-1338. |
APA | Zhao, Haibing,&You, Jinhong.(2011).Difference based estimation for partially linear regression models with measurement errors.JOURNAL OF MULTIVARIATE ANALYSIS,102(10),1321-1338. |
MLA | Zhao, Haibing,et al."Difference based estimation for partially linear regression models with measurement errors".JOURNAL OF MULTIVARIATE ANALYSIS 102.10(2011):1321-1338. |
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