Semiparametric quasilikelihood and variance function estimation in measurement error models

DOI10.1016/0304-4076(93)90120-TzbMath0780.62038MaRDI QIDQ1260691

Raymond J. Carroll, Jungsywan H. Sepanski

Publication date: 25 August 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

predictor; asymptotic normality; kernel estimates; kernel regression; asymptotic variance; variance function estimation; optimal bandwidth; first and second moments; asymptotic covariances; primary data set; semiparametric quasi-likelihood; validation data set

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62J02: General nonlinear regression

Related Items

Estimation of partial linear error-in-variables models with validation data, Dimension reduction in partly linear error-in-response models with validation data, Semi-parametric estimation in the nonlinear structural errors-in-variables model, A simple adjustment for measurement errors in some limited dependent variable models.

Uses Software

• BLINPLUS
• relibpls8

Cites Work

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• BLINPLUS
• relibpls8
• Covariate measurement error in logistic regression
• On errors-in-variables for binary regression models
• The effects of measurement error on parameter estimation
• Covariate measurement error in generalized linear models
• Variance Function Estimation
• Approximations for Regression with Covariate Measurement Error
• Weak and strong uniform consistency of kernel regression estimates