Instrumental Variable Type Estimation for Generalized Varying Coefficient Models with Error-Prone Covariates

被引：2

作者：

ZHAO Peixin ^{[1
]}

机构：

[1] Department of Mathematics,Hechi University

来源：

Wuhan University Journal of Natural Sciences | 2013年 / 18卷 / 03期

基金：

中国国家自然科学基金;

关键词：

generalized varying coefficient models; instrumental variable; error-prone covariates;

D O I：

暂无

中图分类号：

O211.5 [随机变量];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper,the estimation for a class of generalized varying coefficient models with error-prone covariates is considered.By combining basis function approximations with some auxiliary variables,an instrumental variable type estimation procedure is proposed.The asymptotic results of the estimator,such as the consistency and the weak convergence rate,are obtained.The proposed procedure can attenuate the effect of measurement errors and have proved workable for finite samples.

引用

页码：241 / 246

页数：6

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