Showing 1 - 10 of 118
In this paper, we establish the semiparametric efficient bound for the heteroscedastic partially linear single-index model with responses missing at random, and develop an efficient estimating equation method. By solving the estimating equation, we obtain estimators for the parameter vectors in...
Persistent link: https://www.econbiz.de/10010776645
An efficient estimating equations procedure is developed for performing variable selection and defining semiparametric efficient estimates simultaneously for the heteroscedastic partially linear single-index model. The estimating equations are proposed based on the smooth threshold estimating...
Persistent link: https://www.econbiz.de/10010871369
In this paper, we investigate the variable selection problem for recurrent event data under the additive rate model. According to the explicit estimator of the regression coefficients of the additive rate model, a loss function is constructed. It has a form similar to the ordinary least squares...
Persistent link: https://www.econbiz.de/10010871439
Persistent link: https://www.econbiz.de/10010848645
As a useful extension of partially linear models and additive models, partially linear additive model has been paid considerable attention in recent years. This paper considers statistical inference for the semiparametric model when the covariates in the linear part are measured with additive...
Persistent link: https://www.econbiz.de/10010994240
A partially linear model is considered when the responses are missing at random. Imputation, semiparametric regression surrogate and inverse marginal probability weighted approaches are developed to estimate the regression coefficients and the nonparametric function, respectively. All the...
Persistent link: https://www.econbiz.de/10005093801
Consider the partial linear models of the formY=X[tau][beta]+g(T)+e, where thep-variate explanatoryXis erroneously measured, and bothTand the responseYare measured exactly. LetXbe the surrogate variable forXwith measurement error. Let the primary data set be that containing independent...
Persistent link: https://www.econbiz.de/10005093833
Consider partial linear models of the form Y=X[tau][beta]+g(T)+e with Y measured with error and both p-variate explanatory X and T measured exactly. Let be the surrogate variable for Y with measurement error. Let primary data set be that containing independent observations on and the validation...
Persistent link: https://www.econbiz.de/10005021313
This paper develops estimation approaches for nonparametric regression analysis with surrogate data and validation sampling when response variables are measured with errors. Without assuming any error model structure between the true responses and the surrogate variables, a regression...
Persistent link: https://www.econbiz.de/10005021364
We consider a semiparametric model that parameterizes the conditional density of the response, given covariates, but allows the marginal distribution of the covariates to be completely arbitrary. Responses may be missing. A likelihood-based imputation estimator and a...
Persistent link: https://www.econbiz.de/10005743488