Estimation of generalized partially linear models with measurement error using sufficiency scores

被引：1

作者：

Liu, Lian ^{[1
]}

机构：

[1] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2007年 / 77卷 / 15期

关键词：

logistic regression; measurement error; partially linear model; semiparametric regression; sufficiency scores;

D O I：

10.1016/j.spl.2007.03.039

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 the partially linear model in logistic and other types of canonical exponential family regression when the explanatory variable is measured with independent normal error. We develop a backfitting estimation procedure to this model based upon the parametric idea of sufficiency scores so that no assumptions are made about the latent variable measured with error. We derive the method's asymptotic properties and present a numerical example and a simulation study. (c) 2007 Elsevier B.V. All rights reserved.

引用

页码：1580 / 1588

页数：9

共 50 条

[31] Ridge estimation in semiparametric linear measurement error models
Emami, Hadi
[J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 2018, 552 : 127 - 146
[32] Estimation of propensity scores using generalized additive models
Woo, Mi-Ja
Reiter, Jerome P.
Karr, Alan F.
[J]. STATISTICS IN MEDICINE, 2008, 27 (19) : 3805 - 3816
[33] Estimation on functional partially linear single index measurement error model
Meng, Shuyu
Huang, Zhensheng
Zhang, Jing
Jiang, Zhiqiang
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2023, 52 (13) : 4741 - 4763
[34] Robust estimation of generalized linear models with measurement errors
Li, T
Hsiao, C
[J]. JOURNAL OF ECONOMETRICS, 2004, 118 (1-2) : 51 - 65
[35] Joint Estimation of the Mean and Error Distribution in Generalized Linear Models
Huang, Alan
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2014, 109 (505) : 186 - 196
[36] Semiparametric Bayesian inference on generalized linear measurement error models
Nian-Sheng Tang
De-Wang Li
An-Min Tang
[J]. Statistical Papers, 2017, 58 : 1091 - 1113
[37] CORRECTING DATA FOR MEASUREMENT ERROR IN GENERALIZED LINEAR-MODELS
STEFANSKI, LA
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1989, 18 (05) : 1715 - 1733
[38] Semiparametric Bayesian inference on generalized linear measurement error models
Tang, Nian-Sheng
Li, De-Wang
Tang, An-Min
[J]. STATISTICAL PAPERS, 2017, 58 (04) : 1091 - 1113
[39] Likelihood inference in generalized linear mixed measurement error models
Torabi, Mahmoud
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2013, 57 (01) : 549 - 557
[40] A simulation study of estimators for generalized linear measurement error models
Zhao, YJ
Lee, AH
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1996, 54 (1-3) : 55 - 74

← 1 2 3 4 5 →