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Author:

Hu, G. (Hu, G..) | Cheng, W. (Cheng, W..) | Zeng, J. (Zeng, J..) | Guan, R. (Guan, R..)

Indexed by:

Scopus SCIE

Abstract:

This paper is concerned with optimal model averaging procedure for semiparametric partially linear models where some covariates are subject to measurement error. We proposed a corrected semiparametric generalized least squares estimation for unknown parameters and nonparametric function, and developed a Mallows-type criterion for weight choice. The resulting model average estimator is shown to be asymptotically optimal in terms of achieving the smallest possible squared error under some regularity conditions. The simulation studies demonstrate that the proposed procedure is superior to traditional model selection and model averaging methods. Our approach is further applied to Ragweed Pollen Level data. © 2023 Elsevier B.V.

Keyword:

Model averaging Semiparametric partially linear model Measurement error Asymptotic optimality Mallows criterion

Author Community:

  • [ 1 ] [Hu G.]School of Mathematics and Statistics, Hefei Normal University, Hefei, China
  • [ 2 ] [Cheng W.]Faculty of Science, Beijing University of Technology, Beijing, China
  • [ 3 ] [Zeng J.]School of Mathematics and Statistics, Hefei Normal University, Hefei, China
  • [ 4 ] [Guan R.]Faculty of Science, Beijing University of Technology, Beijing, China

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Source :

Journal of Statistical Planning and Inference

ISSN: 0378-3758

Year: 2023

Volume: 230

0 . 9 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:9

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count: 2

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 2

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