Estimation in a Semiparametric Partially Linear Errors-in-variables Model

  title={Estimation in a Semiparametric Partially Linear Errors-in-variables Model},
  author={B H Liang and WOLFGANG HARDLE and Raymond J. Carroll},
We consider the partially linear model relating a response Y to predictors (X, T ) with mean function XTβ+g(T ) when the X’s are measured with additive error. The semiparametric likelihood estimate of Severini and Staniswalis (1994) leads to biased estimates of both the parameter β and the function g(·) when measurement error is ignored. We derive a simple modification of their estimator which is a semiparametric version of the usual parametric correction for attenuation. The resulting… CONTINUE READING


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