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Statistical estimation for a partially linear single-index model with errors in all variables
被引:3
|作者:
Huang, Zhensheng
[1
]
Zhao, Xin
[1
]
机构:
[1] Nanjing Univ Sci & Technol, Sch Sci, Nanjing 210094, Jiangsu, Peoples R China
基金:
中国国家自然科学基金;
关键词:
Measurement errors;
Partially linear single-index model;
Pseudo - theta method;
SIMEX;
EMPIRICAL LIKELIHOOD;
SIMEX;
D O I:
10.1080/03610926.2018.1425446
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
This article considers partially linear single-index models with errors in all variables. By using the Pseudo - theta method (Liang, Hardle, and Carroll 1999), local linear regression and simulation-extrapolation (SIMEX) technique (Cook and Stefanski 1994), we propose an efficient methodology to estimate the current model. Under certain conditions the asymptotic properties of proposed estimators are obtained. Some simulation experiments and an application are conducted to illustrate our proposed method.
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页码:1136 / 1148
页数:13
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