Estimation of nonlinear models with Berkson measurement errors

DOI10.1214/009053604000000670zbMath1068.62072arXivmath/0508600OpenAlexW3099204701MaRDI QIDQ2388336

Liqun Wang

Publication date: 12 September 2005

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508600

zbMATH Keywords

consistencyasymptotic normalitysemiparametric modelerrors-in-variablesmethod of momentsminimum distance estimatorweighted least squaressimulation-based estimator

Mathematics Subject Classification ID

Related Items (27)

Minimum distance partial linear regression model checking with Berkson measurement errors ⋮ A consistent simulation-based estimator in generalized linear mixed models ⋮ Regressions with Berkson errors in covariates -- a nonparametric approach ⋮ A minimum projected-distance test for parametric single-index Berkson models ⋮ Online updating method to correct for measurement error in big data streams ⋮ Estimating parameters of polynomial models with errors in variables and no additional information ⋮ Instrumental variable approach to covariate measurement error in generalized linear models ⋮ Estimation of nonparametric regression models with a mixture of Berkson and classical errors ⋮ Unnamed Item ⋮ Robust second-order least-squares estimator for regression models ⋮ A computational strategy for doubly smoothed MLE exemplified in the normal mixture model ⋮ Nonparametric regression estimate with Berkson Laplace measurement error ⋮ Estimation of the ratio of a geometric process ⋮ New optimal design criteria for regression models with asymmetric errors ⋮ Second-order least squares estimation of censored regression models ⋮ Regression model checking with Berkson measurement errors ⋮ Second-order least-squares estimation for regression models with autocorrelated errors ⋮ Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems ⋮ Minimum distance model checking in Berkson measurement error models with validation data ⋮ Minimum distance regression model checking with Berkson measurement errors ⋮ Second-order nonlinear least squares estimation ⋮ Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models ⋮ Performance of Wald-type estimator for parametric component in partial linear regression with a mixture of Berkson and classical error models ⋮ Identification and estimation of nonlinear models using two samples with nonclassical measurement errors ⋮ Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors ⋮ Simultaneous inference for Berkson errors-in-variables regression under fixed design ⋮ Density deconvolution with small Berkson errors

Uses Software

• nlmdl

Cites Work

• The nonlinear two-stage least-squares estimator
• Random-Effect Models in Nonlinear Regression with Applications to Bioassay
• Simulation and the Asymptotics of Optimization Estimators
• A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
• Are There Two Regressions?
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