Varying-coefficient single-index measurement error model

Xin Zhao and Zhensheng Huang

Journal of Applied Statistics, 2018, vol. 45, issue 12, 2128-2144

Abstract: This paper proposes a varying-coefficient single-index measurement error model, which consists of measurement error in the index covariates. We combine the simulation-extrapolation technique, the local linear regression and the weighted least-squares method to estimate the unknowns of the current model, and develop the asymptotic properties of the resulting estimators under some conditions. A simulation study is conducted to evaluate the proposed methodology, and a real example is also studied to illustrate our given methodology.

Date: 2018
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DOI: 10.1080/02664763.2017.1410528

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