Asymptotic properties of an estimator in errors-in-variables models in the presence of validation data
โ Scribed by I. Fazekas; S. Baran; J. Lauridsen
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 542 KB
- Volume
- 38
- Category
- Article
- ISSN
- 0898-1221
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โฆ Synopsis
Structural errors-in-variables models with dependent spatial observations are studied. The presence of validation data is assumed. An estimator for regression parameters proposed by Lee and Sepanski [1] is studied. Consistency and asymptotic normality of the estimator are established in the case of increasing domain. Infill asymptotic properties axe described. Simulation results are also presented.
๐ SIMILAR VOLUMES
Consider the partial linear models of the form Y=X { ;+ g(T)+e, where the p-variate explanatory X is erroneously measured, and both T and the response Y are measured exactly. Let X be the surrogate variable for X with measurement error. Let the primary data set be that containing independent observa
Hsiao (1989, J. Econometrics 41, 159-185) proposes a minimum distance estimator in estimating the structural nonlinear errors-in-varaibles models. We propose a simulated minimum distance estimator that is consistent and resolves the computational di culty involved in the minimum distance estimator.
Consider the linear models of the form Y=X { ;+= with the response Y censored randomly on the right and X measured erroneously. Without specifying any error models, in this paper, a semiparametric method is applied to the estimation of the parametric vector ; with the help of proper validation data.