Performance of Wald-type estimator for parametric component in partial linear regression with a mixture of Berkson and classical error models

DOI10.1080/03610918.2015.1091078zbMath1368.62198OpenAlexW2286581362MaRDI QIDQ4976537

Wei-Quan Fang, Yuh-Jenn Wu

Publication date: 31 July 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1091078

zbMATH Keywords

measurement errorspartial linear regressionWald-type estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Cites Work

• Regressions with Berkson errors in covariates -- a nonparametric approach
• High breakdown-point and high efficiency robust estimates for regression
• Convergence rates for parametric components in a partly linear model
• Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
• A two-stage spline smoothing method for partially linear models
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Estimation in partially linear models.
• Two-stage change-point estimators in smooth regression models
• An elementary estimator of the partial linear model
• Root-n consistent estimation in partly linear regression models
• Semiparametric analysis of additive isotonic errors-in-variables regression models
• Constrained estimators of treatment parameters in semiparametric models
• Estimation of nonlinear models with Berkson measurement errors
• On nonlinear regression estimator with denoised variables
• Estimating structural and functional relationships
• Linearized Ridge Regression Estimator Under the Mean Squared Error Criterion in a Linear Regression Model
• On the Efficiency of Wald's Method of Fitting Straight Lines
• The Extension of Wald's Method of Fitting Straight Lines to Multiple Regression
• Measurement Error
• On the Asymptotic Bias of Wald-Type Estimators of a Straight Line when Both Variables are Subject to Error
• Outlier Resistant Estimation in Difference-Based Semiparametric Partially Linear Models
• Variable Selection for Partially Linear Models With Measurement Errors
• The Fitting of Straight Lines if Both Variables are Subject to Error
• On Certain Methods of Estimating the Linear Structural Relation
• Estimation and inference in partially linear models with smoothing splines