کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1147880 | 957806 | 2013 | 15 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Statistical inference for partially time-varying coefficient errors-in-variables models
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
This paper studies the partially time-varying coefficient models where some covariates are measured with additive errors. In order to overcome the bias of the usual profile least squares estimation when measurement errors are ignored, we propose a modified profile least squares estimator of the regression parameter and construct estimators of the nonlinear coefficient function and error variance. The proposed three estimators are proved to be asymptotically normal under mild conditions. In addition, we introduce the profile likelihood ratio test and then demonstrate that it follows an asymptotically χ2χ2 distribution under the null hypothesis. Finite sample behavior of the estimators is investigated via simulations too.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 143, Issue 3, March 2013, Pages 505–519
Journal: Journal of Statistical Planning and Inference - Volume 143, Issue 3, March 2013, Pages 505–519
نویسندگان
Guo-Liang Fan, Han-Ying Liang, Jiang-Feng Wang,