Bias-corrected estimations in varying-coefficient partially nonlinear models with measurement error in the nonparametric part

Yan-Ting Xiao and Zhan-Shou Chen

Journal of Applied Statistics, 2018, vol. 45, issue 4, 586-603

Abstract: In this paper, we consider the statistical inference for the varying-coefficient partially nonlinear model with additive measurement errors in the nonparametric part. The local bias-corrected profile nonlinear least-squares estimation procedure for parameter in nonlinear function and nonparametric function is proposed. Then, the asymptotic normality properties of the resulting estimators are established. With the empirical likelihood method, a local bias-corrected empirical log-likelihood ratio statistic for the unknown parameter, and a corrected and residual adjusted empirical log-likelihood ratio for the nonparametric component are constructed. It is shown that the resulting statistics are asymptotically chi-square distribution under some suitable conditions. Some simulations are conducted to evaluate the performance of the proposed methods. The results indicate that the empirical likelihood method is superior to the profile nonlinear least-squares method in terms of the confidence regions of parameter and point-wise confidence intervals of nonparametric function.

Date: 2018
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DOI: 10.1080/02664763.2017.1288201

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