Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition

Sanying Feng (fsy5801@emails.bjut.edu.cn) and Liugen Xue

Annals of the Institute of Statistical Mathematics, 2014, vol. 66, issue 1, 140 pages

Abstract: In this paper, we consider the statistical inference for the partially liner varying coefficient model with measurement error in the nonparametric part when some prior information about the parametric part is available. The prior information is expressed in the form of exact linear restrictions. Two types of local bias-corrected restricted profile least squares estimators of the parametric component and nonparametric component are conducted, and their asymptotic properties are also studied under some regularity conditions. Moreover, we compare the efficiency of the two kinds of parameter estimators under the criterion of Loẅner ordering. Finally, we develop a linear hypothesis test for the parametric component. Some simulation studies are conducted to examine the finite sample performance for the proposed method. A real dataset is analyzed for illustration. Copyright The Institute of Statistical Mathematics, Tokyo 2014

Keywords: Partially linear varying coefficient model; Errors-in-variables; Local bias-corrected; Restricted estimator; Profile Lagrange multiplier test; Asymptotic normality (search for similar items in EconPapers)
Date: 2014
References: Add references at CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10463-013-0407-z (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:aistmt:v:66:y:2014:i:1:p:121-140

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10463/PS2

DOI: 10.1007/s10463-013-0407-z

Access Statistics for this article

Annals of the Institute of Statistical Mathematics is currently edited by Tomoyuki Higuchi

More articles in Annals of the Institute of Statistical Mathematics from Springer, The Institute of Statistical Mathematics
Bibliographic data for series maintained by Sonal Shukla (sonal.shukla@springer.com) and Springer Nature Abstracting and Indexing (indexing@springernature.com).