文章基本信息

标题：Stochastic Restricted Estimation in Partially Linear Measurement Error Models
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作者：Chenyang Zhang ; Chuanhua Wei ; Bailing An 等
期刊名称：International Journal of Statistics and Probability
印刷版ISSN：1927-7032
电子版ISSN：1927-7040
出版年度：2018
卷号：7
期号：3
页码：66
DOI：10.5539/ijsp.v7n3p66
出版社：Canadian Center of Science and Education
摘要：As a generalization of nonparametric regression model, partially linear model has been studied extensively in the last decades. This paper considers estimation of the semiparametric model under the situation that the covariates are measured with additive error in the linear part and some additional stochastic linear restrictions exist on the parametric component. Based on the corrected profile least-squares approach and mixed regression method, we propose a stochastic restricted estimator named the corrected profile mixed estimator for the parametric component, and discuss its statistical properties. We also construct a weighted stochastic restricted estimation for the parametric component. Finally, the proposed procedure is illustrated by simulation studies.