Stochastic restricted estimation in partially linear additive errors-in-variables models

Chuanhua Wei and Jin Yang ()
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Chuanhua Wei: Minzu University of China
Jin Yang: The Hong Kong Polytechnic University

Statistical Papers, 2020, vol. 61, issue 3, No 17, 1269-1279

Abstract: Abstract As a generalization of additive model and partially linear model, partially linear additive model has been paid considerably attention in recent years. This paper considers estimation of the parametric component of the semiparametric model when the covariates in the linear part are measured with additive error and some additional stochastic linear restrictions on the parametric component are available. Based on the corrected profile least-squares approach and mixed regression estimation method, we propose a corrected profile mixed estimator for the parametric component, and derive its asymptotic distribution. Finally, some simulation studies are conducted to illustrate the proposed procedure and the results are satisfactory.

Keywords: Errors-in-variables; Partially linear additive model; Profile least-squares approach; Stochastic linear restrictions; Mixed regression estimation; 62G05 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s00362-018-0978-0

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