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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...
Persistent link: https://www.econbiz.de/10009657894
Persistent link: https://www.econbiz.de/10009581095
Considering partially linear single-index errors-in-variables model which can be described as Y = n(X T a) + ZT ßo + e when the Z' s are measured with additive errors. The general estimators established in literature are biased when ignoring the measurement errors. We proposed two estimators in...
Persistent link: https://www.econbiz.de/10009582402