Volume 18, Issue 1, March 2019, Pages 46 - 64
On Partially Linear Single-Index Models with Missing Response and Error-in-Variable Predictors
Authors
Tsung-Lin Cheng1, Yin-Ying Lin2, Xuewen Lu3, Radhey Singh4, *
1Department of Mathematics, National Changhua University of Education, Changhua city, Taiwan
2Institute of Statistics and Information, National Changhua University of Education, Changhua city, Taiwan
3Department of Mathematics and Statistics, University of Calgary, Calgary, AB, Canada
4Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, ON, Canada
*Corresponding author. Email: rssingh@uwaterloo.ca
Corresponding Author
Tsung-Lin Cheng
Received 20 January 2017, Accepted 15 August 2018, Available Online 22 April 2019.
- DOI
- 10.2991/jsta.d.190306.006How to use a DOI?
- Abstract
In this paper, we consider a partially linear single-index model when missing responses and nonlinear regressors with measurement error are taken into account. Utilizing data imputation for missing values and regression calibration for error-prone regressors, we not only estimate the parameters in the linear part as well as the single-index part, but also estimate the nonparametric link function by local linear fit. Under normalization, all the proposed estimators for the regression coefficients and the link function are proven to be asymptotically normal, and some illustrative simulations are provided to justify our methods.
- Copyright
- © 2019 The Authors. Published by Atlantis Press SARL.
- Open Access
- This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).
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TY - JOUR AU - Tsung-Lin Cheng AU - Yin-Ying Lin AU - Xuewen Lu AU - Radhey Singh PY - 2019 DA - 2019/04/22 TI - On Partially Linear Single-Index Models with Missing Response and Error-in-Variable Predictors JO - Journal of Statistical Theory and Applications SP - 46 EP - 64 VL - 18 IS - 1 SN - 2214-1766 UR - https://doi.org/10.2991/jsta.d.190306.006 DO - 10.2991/jsta.d.190306.006 ID - Cheng2019 ER -