Semiparametric quasilikelihood and variance function estimation in measurement error models

DOI10.1016/0304-4076(93)90120-TzbMath0780.62038OpenAlexW1982632643MaRDI QIDQ1260691

Raymond J. Carroll, Jungsywan H. Sepanski

Publication date: 25 August 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90120-t

zbMATH Keywords

predictorasymptotic normalitykernel estimateskernel regressionasymptotic variancevariance function estimationoptimal bandwidthfirst and second momentsasymptotic covariancesprimary data setsemiparametric quasi-likelihoodvalidation data set

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Related Items (12)

Errors-in-variables estimation with wavelets ⋮ Model checking in Tobit regression with measurement errors using validation data ⋮ Dimension reduction in partly linear error-in-response models with validation data ⋮ Semiparametric efficiency in GMM models with auxiliary data ⋮ Estimation of partial linear error-in-variables models for \(\rho ^{ - }\)-mixing dependence data ⋮ Comment for identification and estimation of nonlinear models using two samples with nonclassical measurement errors, by Carroll, Chen and Hu ⋮ Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates ⋮ Lack-of-fit testing in errors-in-variables regression model with validation data ⋮ ESTIMATING NONLINEAR STRUCTURAL RELATIONSHIPS ⋮ Estimation of partial linear error-in-variables models with validation data ⋮ Semi-parametric estimation in the nonlinear structural errors-in-variables model ⋮ A simple adjustment for measurement errors in some limited dependent variable models.

Uses Software

• BLINPLUS
• relibpls8

Cites Work

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• BLINPLUS
• relibpls8
• Covariate measurement error in logistic regression
• On errors-in-variables for binary regression models
• The effects of measurement error on parameter estimation
• Covariate measurement error in generalized linear models
• Variance Function Estimation
• Approximations for Regression with Covariate Measurement Error
• Weak and strong uniform consistency of kernel regression estimates

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