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Author:

Yang, Yiping (Yang, Yiping.) | Tong, Tiejun (Tong, Tiejun.) | Li, Gaorong (Li, Gaorong.) (Scholars:李高荣)

Indexed by:

Scopus SCIE

Abstract:

In this paper, we consider the single-index measurement error model with mismeasured covariates in the nonparametric part. To solve the problem, we develop a simulation-extrapolation (SIMEX) algorithm based on the local linear smoother and the estimating equation. For the proposed SIMEX estimation, it is not needed to assume the distribution of the unobserved covariate. We transform the boundary of a unit ball in Rp to the interior of a unit ball in Rp-1 by using the constraint =1. The proposed SIMEX estimator of the index parameter is shown to be asymptotically normal under some regularity conditions. We also derive the asymptotic bias and variance of the estimator of the unknown link function. Finally, the performance of the proposed method is examined by simulation studies and is illustrated by a real data example.

Keyword:

Measurement error Estimating equation Single-index model SIMEX Local linear smoother

Author Community:

  • [ 1 ] [Yang, Yiping]Chongqing Technol & Business Univ, Coll Math & Stat, Chongqing 400067, Peoples R China
  • [ 2 ] [Tong, Tiejun]Hong Kong Baptist Univ, Dept Math, Kowloon Tong, Hong Kong, Peoples R China
  • [ 3 ] [Li, Gaorong]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China

Reprint Author's Address:

  • 李高荣

    [Li, Gaorong]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China

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Source :

ASTA-ADVANCES IN STATISTICAL ANALYSIS

ISSN: 1863-8171

Year: 2019

Issue: 1

Volume: 103

Page: 137-161

1 . 4 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:54

Cited Count:

WoS CC Cited Count: 61

SCOPUS Cited Count: 61

ESI Highly Cited Papers on the List: 21 Unfold All

  • 2023-1
  • 2022-11
  • 2022-9
  • 2022-7
  • 2022-5
  • 2022-3
  • 2022-3
  • 2022-3
  • 2022-1
  • 2021-11
  • 2021-9
  • 2021-7
  • 2021-5
  • 2021-3
  • 2021-1
  • 2020-11
  • 2020-9
  • 2020-7
  • 2020-5
  • 2020-3
  • 2020-1

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 1

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