Indexed by:
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:
Reprint Author's Address:
Email:
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
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 1
Affiliated Colleges: