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A Semi-parametric Regression Model with Errors in Variables |
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| Authors: | Lixing Zhu Hengjian Cui |
| Affiliation: | The University of Hong Kong and Chinese Academy of Sciences ;Beijing Normal University |
| Abstract: | Abstract. In this paper, we consider a partial linear regression model with measurement errors in possibly all the variables. We use a method of moments and deconvolution to construct a new class of parametric estimators together with a non-parametric kernel estimator. Strong convergence, optimal rate of weak convergence and asymptotic normality of the estimators are investigated. |
| Keywords: | asymptotic normality convergence rate deconvolution kernel estimator errors in variables semi-parametric regression |