论文信息 - Asymptotic Normality of Parametric Part in Partially Linear Models with Measurement Error in the Nonparametric Part

Asymptotic Normality of Parametric Part in Partially Linear Models with Measurement Error in the Nonparametric Part

We consider the partially linear model relating a response Y to predictors (X,T) with mean function XT O + g(T) when the T's are measured with additive error. We derive an estimator of O by modification local-likelihood method. The resulting estimator of O is shown to be asymptotically normal.We consider the partially linear model relating a response Y to predictors (X,T) with mean function XT O + g(T) when the T's are measured with additive error. We derive an estimator of O by modification local-likelihood method. The resulting estimator of O is shown to be asymptotically normal.

Hua Liang | Hua Liang

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