Stochastic Restricted Estimation in Partially Linear Measurement Error Models

  •  Chenyang Zhang    
  •  Chuanhua Wei    
  •  Bailing An    


As a generalization of nonparametric regression model, partially linear model has been studied extensively in the last decades. This paper considers estimation of the semiparametric model under the situation that the covariates are measured with additive error in the linear part and some additional stochastic linear restrictions exist on the parametric component. Based on the corrected profile least-squares approach and mixed regression method, we propose a stochastic restricted estimator named the corrected profile mixed estimator for the parametric component, and discuss its statistical properties. We also construct a weighted stochastic restricted estimation for the parametric component. Finally, the proposed procedure is illustrated by simulation studies.

This work is licensed under a Creative Commons Attribution 4.0 License.
  • ISSN(Print): 1927-7032
  • ISSN(Online): 1927-7040
  • Started: 2012
  • Frequency: bimonthly

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