Additive partial linear models with measurement errors

Hua Liang, Sally W. Thurston, David Ruppert, Tatiyana Apanasovich and Russ Hauser

Biometrika, 2008, vol. 95, issue 3, 667-678

Abstract: We consider statistical inference for additive partial linear models when the linear covariate is measured with error. We propose attenuation-to-correction and simulation-extrapolation, simex, estimators of the parameter of interest. It is shown that the first resulting estimator is asymptotically normal and requires no undersmoothing. This is an advantage of our estimator over existing backfitting-based estimators for semiparametric additive models which require undersmoothing of the nonparametric component in order for the estimator of the parametric component to be root-n consistent. This feature stems from a decrease of the bias of the resulting estimator, which is appropriately derived using a profile procedure. A similar characteristic in semiparametric partially linear models was obtained by Wang et al. (2005). We also discuss the asymptotics of the proposed simex approach. Finite-sample performance of the proposed estimators is assessed by simulation experiments. The proposed methods are applied to a dataset from a semen study. Copyright 2008, Oxford University Press.

Date: 2008
References: Add references at CitEc
Citations: View citations in EconPapers (17)

Downloads: (external link)
http://hdl.handle.net/10.1093/biomet/asn024 (application/pdf)
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:oup:biomet:v:95:y:2008:i:3:p:667-678

Ordering information: This journal article can be ordered from
https://academic.oup.com/journals

Access Statistics for this article

Biometrika is currently edited by Paul Fearnhead

More articles in Biometrika from Biometrika Trust Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
Bibliographic data for series maintained by Oxford University Press ().