A Semi‐parametric Regression Model with Errors in Variables

Lixing Zhu and Hengjian Cui

Scandinavian Journal of Statistics, 2003, vol. 30, issue 2, 429-442

Abstract: Abstract. In this paper, we consider a partial linear regression model with measurement errors in possibly all the variables. We use a method of moments and deconvolution to construct a new class of parametric estimators together with a non‐parametric kernel estimator. Strong convergence, optimal rate of weak convergence and asymptotic normality of the estimators are investigated.

Date: 2003
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https://doi.org/10.1111/1467-9469.00340

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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:30:y:2003:i:2:p:429-442

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