|
Asymptotic behavior of SIMEX estimators in an errors-in-variables linear structural regression model
Author(s):
O.
B.
Gontar
Translated by:
N. Semenov
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika,
vipusk 78
(2008).
Journal:
Theor. Probability and Math. Statist.
No. 78
(2009),
1-13.
MSC (2000):
Primary 62J05, 62F12, 62-07
Posted:
August 4, 2009
MathSciNet review:
2446844
Retrieve article in:
PDF
Abstract |
References |
Similar articles |
Additional information
Abstract:
We study the SIMEX estimators in an errors-in-variables linear structural regression model. The SIMEX method was introduced by Cook and Stefanski (1994). We investigate the behavior of adjusted SIMEX estimators proposed by Polzehl and Zwanzig (2005) as the size of a sample increases. We prove that the estimators are consistent and asymptotically normal.
References:
-
- 1.
- P. Billingsley, Convergence of Probability Measures, John Wiley, New York, 1968. MR 0233396 (38:1718)
- 2.
- R. J. Carroll, D. Ruppert, and L. A. Stefanski, Measurement Error in Nonlinear Models, Chapman and Hall, London, 1996. MR 1630517 (2000c:62001)
- 3.
- C.-L. Cheng and John W. Van Ness, Statistical Regression with Measurement Error, Oxford University Press, New York, 1999.MR 1719513 (2001k:62001)
- 4.
- J. R. Cook and L. A. Stefanski, Simulation-extrapolation estimation in parametric measurement error models, J. Amer. Stat. Assoc. 89 (1994), 1314-1328.
- 5.
- W. A. Fuller, Measurement Error Models, Wiley, New York, 1987. MR 898653 (89a:62160)
- 6.
- J. Polzehl and S. Zwanzig, SIMEX and TLS: An Equivalence Result, Technical Report 999, WIAS, Berlin, 2005.
Similar Articles:
Retrieve articles in Theory of Probability and Mathematical Statistics
with MSC
(2000):
62J05, 62F12, 62-07
Retrieve articles in all Journals with MSC
(2000):
62J05, 62F12, 62-07
Additional Information:
O.
B.
Gontar
Affiliation:
Department of Probability Theory and Mathematical Statistics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv 03127, Ukraine
Email:
gontaro@ukr.net
DOI:
10.1090/S0094-9000-09-00757-1
PII:
S 0094-9000(09)00757-1
Keywords:
SIMEX estimators,
errors-in-variables models
Received by editor(s):
23/OCT/2006
Posted:
August 4, 2009
Copyright of article:
Copyright
2009,
American Mathematical Society
|
