Related Topics in Partially Linear Models: Semi-parametric Regression, Measurement Errors,Missing Data, Single-index Models, Regression Calibration - Softcover

Liang, Hua

Softcover

ISBN 10: 3639072391 ISBN 13: 9783639072396

Verlag: VDM Verlag Dr. Müller, 2008

Inhaltsangabe

Various effects have been made to remedy the curse ofdimensionality for high-dimensional data. Partiallylinear models, as an effective dimensional reductiontechnique, have been intensively studied inliterature. We develop methodology for the estimationof regression parameters in partially linear modelswhen the covariates are measured with errors or maybe missing. We are particularly concerned with twocases where we observe a surrogate of the covariate.The second case focuses on the linear covariatebeing incompletely observable. We give thecorresponding solutions for the above problems. Thefirst solution employs the technique of correctingfor attenuation. The second is proposed using inverseweight probability. The resulting estimators areproven to be asymptotically normal. The model is usedto analyze a data set from the Framingham Heart Studyfor the purpose of illustrating the methods. We alsoinvestigate the semiparametric partially linearsingle index errors-in-variables models, for whichtwo classes of estimators are proposed, and thecorresponding theoretical properties are derived andcompared.

Details zur Ausgabe

• Verlag: VDM Verlag Dr. Müller
• Erscheinungsdatum: 2008
• Sprache: Englisch
• ISBN 10: 3639072391
• ISBN 13: 9783639072396
• Einband: Taschenbuch
• Anzahl der Seiten: 100
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Zeitfracht Medien GmbH; info-medien@zeitfracht.de; ; Ferdinand-Jühlke-Straße 7; Erfurt; 99095; Deutschland