Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part

Hua Liang

No 1997,46, SFB 373 Discussion Papers from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Abstract: We consider the partially linear model relating a response Y to predictors (X,T) with mean function XT Ø + g(T) when the T's are measured with additive error. We derive an estimator of Ø by modification local-likelihood method. The resulting estimator of Ø is shown to be asymptotically normal.We consider the partially linear model relating a response Y to predictors (X,T) with mean function XT Ø + g(T) when the T's are measured with additive error. We derive an estimator of Ø by modification local-likelihood method. The resulting estimator of Ø is shown to be asymptotically normal.

Keywords: Measurement Error; Errors-in-Variables; Partially Linear Model; Semiparametric Models; Nonparametric Likelihood (search for similar items in EconPapers)
Date: 1997
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