Locally efficient semiparametric estimators for functional measurement error models
نویسنده
چکیده
A class of semiparametric estimators are proposed in the general setting of functional measurement error models. The estimators follow from estimating equations that are based on the semiparametric efficient score derived under a possibly incorrect distributional assumption for the unobserved ‘measured with error’ covariates. It is shown that such estimators are consistent and asymptotically normal even with misspecification and are efficient if computed under the truth. The methods are demonstrated with a simulation study of a quadratic logistic regression model with measurement error.
منابع مشابه
Ridge 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 کاملSemiparametric estimators of functional measurement error models with unknown error
We consider functional measurement error models where the measurement error distribution is estimated non-parametrically.We derive a locally efficient semiparametric estimator but propose not to implement it owing to its numerical complexity. Instead, a plug-in estimator is proposed, where the measurement error distribution is estimated through non-parametric kernel methods based on multiple me...
متن کاملOn Closed Form Semiparametric Estimators for Measurement Error Models
We examine the locally efficient semiparametric estimator proposed by Tsiatis and Ma (2004) in the situation when a sufficient and complete statistic exists. We derive a closed form solution and show that when implemented in generalized linear models with normal measurement error, this estimator is equivalent to the efficient score estimator in Stefanski and Carroll (1987). We also demonstrate ...
متن کاملLocally Efficient Estimators for Semiparametric Models With Measurement Error
We derive constructive locally efficient estimators in semiparametric measurement error models. The setting is one where the likelihood function depends on variables measured with and without error, where the variables measured without error can be modelled nonparametrically. The algorithm is based on backfitting. We show that if one adopts a parametric model for the latent variable measured wi...
متن کاملGeneralized Ridge Regression Estimator in Semiparametric Regression Models
In the context of ridge regression, the estimation of ridge (shrinkage) parameter plays an important role in analyzing data. Many efforts have been put to develop skills and methods of computing shrinkage estimators for different full-parametric ridge regression approaches, using eigenvalues. However, the estimation of shrinkage parameter is neglected for semiparametric regression models. The m...
متن کامل