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Abstract:
We consider the estimation and hypothesis testing problems for the partial linear regression models when some variables are distorted with errors by some unknown functions of commonly observable confounding variable. The proposed estimation procedure is designed to accommodate undistorted as well as distorted variables. To test a hypothesis on the parametric components, a restricted least squares estimator is proposed under the null hypothesis. Asymptotic properties for the estimators are established. A test statistic based on the difference between the residual sums of squares under the null and alternative hypotheses is proposed, and we also obtain the asymptotic properties of the test statistic. A wild bootstrap procedure is proposed to calculate critical values. Simulation studies are conducted to demonstrate the performance of the proposed procedure, and a real example is analyzed for an illustration.
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Source :
STATISTICA NEERLANDICA
ISSN: 0039-0402
Year: 2016
Issue: 4
Volume: 70
Page: 304-331
1 . 5 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:71
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 16
SCOPUS Cited Count: 17
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 7
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