Estimation of Linear Error-in-Covariables Models with Validation Data Under Random Censorship

Qihua Wang

Journal of Multivariate Analysis, 2000, vol. 74, issue 2, 245-266

Abstract: Consider the linear models of the form Y=X[tau][beta]+[var epsilon] with the response Y censored randomly on the right and X measured erroneously. Without specifying any error models, in this paper, a semiparametric method is applied to the estimation of the parametric vector [beta] with the help of proper validation data. For the proposed estimator, an asymptotic representation is established and the asymptotic normality is also proved.

Keywords: linear model; validation data; random censoring; asymptotic normality (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (5)

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