Showing 1 - 10 of 13
Semiparametric regression has become very popular in the field of Statistics over theyears. While on one hand more and more sophisticated models are being developed,on the other hand the resulting theory and estimation process has become more andmore involved. The main problems that are...
Persistent link: https://www.econbiz.de/10009465064
Motivated by a nonparametric GARCH model we consider nonparametric additive regression and autoregression models in the special case that the additive components are linked parametrically. We show that the parameter can be estimated with parametric rate and give the normal limit. Our procedure...
Persistent link: https://www.econbiz.de/10010310054
Motivated by an example in nutritional epidemiology, we investigate some design and analysis aspects of linear measurement error models with missing surrogate data. The specific problem investigated consists of an initial large sample in which the response (a food frequency questionnaire, FFQ)...
Persistent link: https://www.econbiz.de/10010310753
We consider the partially linear model relating a response Y to predictors (X,T) with mean function XT ß + g (T) when the X's are measured with additive error. The semiparametric likelihood estimate of Severini and Staniswalis (1994) leads to biased estimates of both the parameter ß and the...
Persistent link: https://www.econbiz.de/10010310770
Estimating equations have found wide popularity recently in parametric problems, yielding consistent estimators with asymptotically valid inferences obtained via the sandwich formula. Motivated by a problem in nutritional epidemiology, we use estimating equations to derive nonparametric...
Persistent link: https://www.econbiz.de/10010310791
In many regression applications both the independent and dependent variables are measured with error. When this happens, conventional parametric and nonparametric regression techniques are no longer valid. We consider two different nonparametric techniques, regression splines and kernel...
Persistent link: https://www.econbiz.de/10010310815
In this paper we consider the polynomial regression model in the presence of multiplicative measurement error in the predictor. Consistent parameter estimates and their associated standard errors are derived. Two general methods are considered, with the methods differing in their assumptions...
Persistent link: https://www.econbiz.de/10010310829
Motivated by an example in nutritional epidemiology, we investigate some design and analysis aspects of linear measurement error models with missing surrogate data. The specific problem investigated consists of an initial large sample in which the response (a food frequency questionnaire, FFQ)...
Persistent link: https://www.econbiz.de/10010956346
Estimating equations have found wide popularity recently in parametric problems, yielding consistent estimators with asymptotically valid inferences obtained via the sandwich formula. Motivated by a problem in nutritional epidemiology, we use estimating equations to derive nonparametric...
Persistent link: https://www.econbiz.de/10010956402
In this paper we consider the polynomial regression model in the presence of multiplicative measurement error in the predictor. Consistent parameter estimates and their associated standard errors are derived. Two general methods are considered, with the methods differing in their assumptions...
Persistent link: https://www.econbiz.de/10010956460