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In many problems one wants to model the relationship between a response Y and a covariate X. Sometimes it is difficult, expensive, or even impossible to observe X directly, but one can instead observe a substitute variable W which is easier to obtain. By far the most common model for the...
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We consider the partially linear model relating a response Y to predictors (X,T) with mean function XT β + g(T) when the T's are measured with additive error. We derive an estimator of β by modification local-likelihood method. The resulting estimator of β is shown to be asymptotically...
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