Estimation in Varying-Coefficient Errors-in-Variables Models with Missing Response Variables |
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Authors: | Chuan-Hua Wei |
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Institution: | 1. Department of Statistics, School of Science , Minzu University of China , Beijing, China chweisd@yahoo.com.cn |
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Abstract: | This article is concerned with the estimation of a varying-coefficient regression model when the response variable is sometimes missing and some of the covariates are measured with additive errors. We propose a class of estimators for the coefficient functions, as well as for the population mean and the error variance. The resulting estimators are shown to be asymptotically normal. Simulation studies are conducted to illustrate our approach. |
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Keywords: | Asymptotic normality Measurement error Missing data Varying coefficient models |
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