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We consider statistical inference for additive partial linear models when the linear covariate is measured with error. We propose attenuation-to-correction and simulation-extrapolation, simex, estimators of the parameter of interest. It is shown that the first resulting estimator is...
Persistent link: https://www.econbiz.de/10005559366
We study the asymptotic behaviour of penalized spline estimators in the univariate case. We use B-splines and a penalty is placed on mth-order differences of the coefficients. The number of knots is assumed to converge to infinity as the sample size increases. We show that penalized splines...
Persistent link: https://www.econbiz.de/10005559369
Penalised-spline-based additive models allow a simple mixed model representation where the variance components control departures from linear models. The smoothing parameter is the ratio of the random-coefficient and error variances and tests for linear regression reduce to tests for zero...
Persistent link: https://www.econbiz.de/10005559448