کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146359 957506 2011 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Difference based estimation for partially linear regression models with measurement errors
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Difference based estimation for partially linear regression models with measurement errors
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 102, Issue 10, November 2011, Pages 1321–1338
نویسندگان
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