Semiparametric quasilikelihood and variance function estimation in measurement error models
نویسندگان
چکیده
منابع مشابه
Approximate Quasilikelihood Estimation in Measurement Error Models
Leonard A. Stefanski Department of Statistics North Carolina State University Raleigh, NC 27695 We consider quasllikelihood estimation with estimated parameters in the variance function when some of the predictors are measured with error. We review and extend four approaches to estimation in this problem, all of them based on small measurement error approximations. A taxonomy of the data sets l...
متن کاملQuasilikelihood estimation in measurement error models with correlated replicates.
We consider quasilikelihood models when some of the predictors are measured with error. In many cases, the true but fallible predictor is impossible to measure, and the best one can do is to obtain replicates of the fallible predictor. We consider the case that the replicates are not independent. If one assumes that replicates are independent and they are not, one typically underestimates the e...
متن کاملRidge Stochastic Restricted Estimators in Semiparametric Linear Measurement Error Models
In this article we consider the stochastic restricted ridge estimation in semipara-metric linear models when the covariates are measured with additive errors. The development of penalized corrected likelihood method in such model is the basis for derivation of ridge estimates. The asymptotic normality of the resulting estimates are established. Also, necessary and sufficient condition...
متن کاملSIMEX and standard error estimation in semiparametric measurement error models.
SIMEX is a general-purpose technique for measurement error correction. There is a substantial literature on the application and theory of SIMEX for purely parametric problems, as well as for purely non-parametric regression problems, but there is neither application nor theory for semiparametric problems. Motivated by an example involving radiation dosimetry, we develop the basic theory for SIM...
متن کاملEstimation in semiparametric transition measurement error models for longitudinal data.
We consider semiparametric transition measurement error models for longitudinal data, where one of the covariates is measured with error in transition models, and no distributional assumption is made for the underlying unobserved covariate. An estimating equation approach based on the pseudo conditional score method is proposed. We show the resulting estimators of the regression coefficients ar...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1993
ISSN: 0304-4076
DOI: 10.1016/0304-4076(93)90120-t