Nonlinear measurement errors models subject to partial linear additive distortion

被引:13
|
作者
Zhang, Jun [1 ]
Zhou, Nanguang [2 ]
Chen, Qian [2 ]
Chu, Tianyue [2 ]
机构
[1] Shenzhen Univ, Shen Zhen Hong Kong Joint Res Ctr Appl Stat Sci, Coll Math & Stat, Inst Stat Sci, Shenzhen 518060, Peoples R China
[2] Shenzhen Univ, Coll Math & Stat, Shenzhen 518060, Peoples R China
基金
中国国家自然科学基金;
关键词
Bootstrap approximation; confounding variables; covariate-adjusted regression; distorting function; empirical likelihood; empirical process; measurement errors models; model checking; multiplicative effect; regression spline; COVARIATE ADJUSTED REGRESSION; GOODNESS-OF-FIT; EMPIRICAL LIKELIHOOD; VARIABLE SELECTION; EFFICIENT ESTIMATION; INFERENCE; BOOTSTRAP; ASYMPTOTICS; CHECKS;
D O I
10.1214/16-BJPS333
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study nonlinear regression models when the response and predictors are unobservable and distorted in a multiplicative fashion by partial linear additive models (PLAM) of some observed confounding variables. After approximating the additive nonparametric components in the PLAM via polynomial splines and calibrating the unobserved response and unobserved predictors, we develop a semi-parametric profile nonlinear least squares procedure to estimate the parameters of interest. The resulting estimators are shown to be asymptotically normal. To construct confidence intervals for the parameters of interest, an empirical likelihood-based statistic is proposed to improve the accuracy of the associated normal approximation. We also show that the empirical likelihood statistic is asymptotically chi-squared. Moreover, a test procedure based on the empirical process is proposed to check whether the parametric regression model is adequate or not. A wild boot-strap procedure is proposed to compute p-values. Simulation studies are conducted to examine the performance of the estimation and testing procedures. The methods are applied to re-analyze real data from a diabetes study for an illustration.
引用
收藏
页码:86 / 116
页数:31
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