|
|
| |
| Randomly Weighted LAD-Estimation for Partially Linear Errors-in-Variables Models |
| |
Citation： |
Xiaohan YANG,Rong JIANG,Weimin QIAN.Randomly Weighted LAD-Estimation for Partially Linear Errors-in-Variables Models[J].Chinese Annals of Mathematics B,2015,36(4):561~578 |
| Page view： 1220
Net amount： 877 |
Authors： |
Xiaohan YANG; Rong JIANG; Weimin QIAN; |
|
|
| Abstract： |
The authors consider the partially linear model relating a response
$Y$ to predictors $(x,T)$ with a mean function $x^{\rm
T}\beta_0+g(T)$ when the $x's$ are measured with an additive error.
The estimators of parameter $\beta_0$ are derived by using the
nearest neighbor-generalized randomly weighted least absolute
deviation (LAD for short) method. The resulting estimator of the
unknown vector $\beta_{0}$ is shown to be consistent and
asymptotically normal. In addition, the results facilitate the
construction of confidence regions and the 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 the study of an
AIDS clinical trial group. |
Keywords： |
Partially linear errors-in-variables, LAD-estimation, Randomly weighted
method, Linear hypothesis, Randomly weighted LAD-test |
Classification： |
62E17, 62F10 |
|
|
Download PDF Full-Text
|
|
|
|
