کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1149555 | 957886 | 2012 | 9 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Statistical inference for restricted partially linear varying coefficient errors-in-variables models
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
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چکیده انگلیسی
As a useful extension of partially linear models and varying coefficient models, the partially linear varying coefficient model is useful in statistical modelling. This paper considers statistical inference for the semiparametric model when the covariates in the linear part are measured with additive error and some additional linear restrictions on the parametric component are available. We propose a restricted modified profile least-squares estimator for the parametric component, and prove the asymptotic normality of the proposed estimator. To test hypotheses on the parametric component, we propose a test statistic based on the difference between the corrected residual sums of squares under the null and alterative hypotheses, and show that its limiting distribution is a weighted sum of independent chi-square distributions. We also develop an adjusted test statistic, which has an asymptotically standard chi-squared distribution. Some simulation studies are conducted to illustrate our approaches.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 142, Issue 8, August 2012, Pages 2464-2472
Journal: Journal of Statistical Planning and Inference - Volume 142, Issue 8, August 2012, Pages 2464-2472
نویسندگان
Chuanhua Wei,