Statistical inference for fixed-effects partially linear regression models with errors in variables
โ Scribed by Haibo Zhou; Jinhong You; Bin Zhou
- Publisher
- Springer-Verlag
- Year
- 2008
- Tongue
- English
- Weight
- 273 KB
- Volume
- 51
- Category
- Article
- ISSN
- 0932-5026
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๐ SIMILAR VOLUMES
## Abstract The authors consider a semiparametric partially linear regression model with serially correlated errors. They propose a new way of estimating the error structure which has the advantage that it does not involve any nonparametric estimation. This allows them to develop an inference proce
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