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

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Cites work

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

Cited in

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Using Wald-type estimator to combat outliers and Berkson-type uncertainties with mixture distributions in linear regression models
Consistent estimation approach to tackling collinearity and Berkson-type measurement error in linear regression using adjusted Wald-type estimator

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