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In this article we study a semiparametric generalized partially linear model when the covariates are missing at random. We propose combining local linear regression with the local quasilikelihood technique and weighted estimating equation to estimate the parameters and nonparameters when the...
Persistent link: https://www.econbiz.de/10005093762
In this paper, we define two restricted estimators for the regression parameters in a multiple linear regression model with measurement errors when prior information for the parameters is available. We then construct two sets of improved estimators which include the preliminary test estimator,...
Persistent link: https://www.econbiz.de/10005106965
Let (X1, Y1), (X2, Y2), ..., be d+1 dimensional random vectors which are distributed as (X, Y). Let [theta](x) be the conditional median, that is, [theta](x)=inf{y: P(Y[less-than-or-equals, slant]y | X=x)[greater-or-equal, slanted]1/2}. We consider the problem of...
Persistent link: https://www.econbiz.de/10005221276
Clustered data arise commonly in practice and it is often of interest to estimate the mean response parameters as well as the association parameters. However, most research has been directed to address the mean response parameters with the association parameters relegated to a nuisance role....
Persistent link: https://www.econbiz.de/10005221548
We study nonlinear regression models whose both response and predictors are measured with errors and distorted as single-index models of some observable confounding variables, and propose a multicovariate-adjusted procedure. We first examine the relationship between the observed primary...
Persistent link: https://www.econbiz.de/10010594241