Restricted Estimation in Partially Linear Errors-in-Variables Models |
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Authors: | Chuan-hua Wei Xu-jie Jia Hong-sheng Hu |
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Affiliation: | Department of Statistics , School of Science, Minzu University of China , Beijing , P. R. China |
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Abstract: | As a compromise between parametric regression and nonparametric regression, partially linear models are frequently used in statistical modelling. This article considers statistical inference for this semiparametric model when the linear covariate is measured with additive error and some additional linear restrictions on the parametric component are assumed to hold. We propose a restricted corrected profile least-squares estimator for the parametric component, and study the asymptotic normality of the estimator. To test hypothesis on the parametric component, we construct a Wald test statistic and obtain its limiting distribution. Some simulation studies are conducted to illustrate our approaches. |
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Keywords: | Errors-in-variables Partially linear models Profile least-squares approach Restricted estimator Wald test |
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