Article ID Journal Published Year Pages File Type
1144749 Journal of the Korean Statistical Society 2012 10 Pages PDF
Abstract

In this paper, we extend the random weighting method to linear errors-in-variables models and propose random weighting MM-estimators (RWME) for parameters. Its large sample properties are studied and the consistency and asymptotic normality are proved under mild conditions. In addition, the results facilitate the construction of confidence regions and hypothesis testing for the unknown parameters. Extensive simulations are reported, showing that the proposed method works well in practical settings. The proposed methods are also applied to a data set from an AIDS clinical trial group study.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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