M-Estimator of a Generalized Linear Model with Measurement Errors

被引：1

作者：

Huang, Yujie ^{[1
,2
]}

Song, Lixin ^{[1
]}

机构：

[1] Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China

[2] Anshan Normal Univ, Dept Math, Anshan, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2011年 / 40卷 / 03期

关键词：

Asymptotic normality; Consistency; Generalized linear model; M-estimator; RESPONSE BIAS; REGRESSION;

D O I：

10.1080/03610920903411226

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：

In this article, we propose a generalized linear model and estimate the unknown parameters using robust M-estimator. Under suitable conditions and by the strong law of large numbers and central limits theorem, the proposed M-estimators are proved to be consistent and asymptotically normal. We also evaluate the finite sample performance of our estimator through a Monte Carlo study.

引用

页码：532 / 546

页数：15

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