Estimation of partial linear error-in-variables models with validation data (Q1290936)

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Estimation of partial linear error-in-variables models with validation data
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    Estimation of partial linear error-in-variables models with validation data (English)
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    21 November 2000
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    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.
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    partly linear models
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    errors-in-variables models
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    strong consistency
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    validation data
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    asymptotic normality
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