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
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Statistical inference for partially time-varying coefficient errors-in-variables models
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
نویسندگان
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