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

@inproceedings{Liang2000EstimationIA,
  title={Estimation in a Semiparametric Partially Linear Errors-in-variables Model},
  author={B H Liang and WOLFGANG HARDLE and Raymond J. Carroll},
  year={2000}
}
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

Citations

Publications citing this paper.
Showing 1-10 of 50 extracted citations

References

Publications referenced by this paper.
Showing 1-10 of 12 references

Convergence rates for parametric components in a partly linear model

  • H. Chen
  • Annals of Statistics,
  • 1988
Highly Influential
9 Excerpts

Asymptotic normality of parametric part in partially linear heteroscedastic regression models

  • H. Liang, W. Härdle
  • DP 33,
  • 1997
1 Excerpt

XploRe: An Interactive Statistical Computing Environment

  • W. Härdle, S. Klinke, B. A. Turlach
  • 1995

Quasilikelihood estimation in semiparametric models

  • T. A. Severini, J. G. Staniswalis
  • Journal of the American Statistical Association,
  • 1994
2 Excerpts

Efficient estimates in semiparametric additive regression models with unknown error distribution

  • J. Cuzick
  • Annals of Statistics,
  • 1992

Semiparametric additive regression

  • J. Cuzick
  • Journal of the Royal Statistical Society, Series…
  • 1992

The Advanced Theory of Statistics 2, 4th ed, Charles Griffin, London

  • M. Kendall, A. Stuart
  • 1992
2 Excerpts

Kernel smoothing in partial linear models

  • P. Speckman
  • Journal of the Royal Statistical Society, Series…
  • 1988
3 Excerpts

Measurement Error Models

  • W. A. Fuller
  • 1987
1 Excerpt

Similar Papers

Loading similar papers…