Authors
Hua Liang, Wolfgang Härdle, Raymond J Carroll
Publication date
1999/10
Journal
The Annals of Statistics
Volume
27
Issue
5
Pages
1519-1535
Publisher
Institute of Mathematical Statistics
Description
We consider the partially linear model relating a response to predictors () with mean function when the ’s are measured with additive error. The semiparametric likelihood estimate of Severini and Staniswalis leads to biased estimates of both the parameter and the function when measurement error is ignored. We derive a simple modification of their estimator which is a semiparametric version of the usual parametric correction for attenuation. The resulting estimator of is shown to be consistent and its asymptotic distribution theory is derived. Consistent standard error estimates using sandwich-type ideas are also developed.
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