Estimation of partial linear error-in-variables models with validation data (Q1290936): Difference between revisions

Consider the partial linear models of the form \(Y=X^\tau \beta +g(T)+e\), where the \(p\)-variate explanatory \(X\) is erroneously measured, and both \(T\) and the response \(Y\) are measured exactly. A semiparametric method with the primary data is employed to obtain estimators of \(\beta\) and \(g(\cdot)\) based on the least-squares criterion with the help of validation data. The proposed estimators are proved to be strongly consistent. The asymptotic normality of the estimators of \(\beta\) is derived.