Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
نویسندگان
چکیده
منابع مشابه
Estimation in a Semiparametric Partially Linear Errors-in-variables Model
We consider the partially linear model relating a response Y to predictors (X,T ) with mean function XTβ+g(T ) when the X’s are measured with additive error. The semiparametric likelihood estimate of Severini and Staniswalis (1994) leads to biased estimates of both the parameter β and the function g(·) when measurement error is ignored. We derive a simple modification of their estimator which i...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2006
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2005.03.002