部分线性变系数测量误差模型的随机约束估计
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摘要
文章考虑部分线性变系数模型在线性部分自变量存在测量误差并且参数分量附加有随机约束条件时的估计问题。基于校正profile最小二乘估计和混合估计方法,提出了参数分量的校正profile混合估计,并且给出了所提估计量的渐近性质。利用数值模拟验证了所提估计方法的有效性。
This paper considers the estimation problem of partial linear variable coefficient model when there are measurement errors in linear partial independent variables and the parameter components are subject to random constraints. Based on corrected profile least squares estimation and mixed estimation method, this paper proposes the correction profile hybrid estimation of parameter components, and gives the asymptotic properties of the estimators. Finally the paper uses numerical simulation to verify the validity of the proposed method.
This paper considers the estimation problem of partial linear variable coefficient model when there are measurement errors in linear partial independent variables and the parameter components are subject to random constraints. Based on corrected profile least squares estimation and mixed estimation method, this paper proposes the correction profile hybrid estimation of parameter components, and gives the asymptotic properties of the estimators. Finally the paper uses numerical simulation to verify the validity of the proposed method.
引文
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[8]Li W X,Yang H.Weighted Stochastic Restricted Estimation in Linear Measurement Error Models[J].Communications in Statistics-Simulation and Computation,2013,42(4).
[9]Wei C H.Statistical Inference for Restricted Partially Linear Varying Coefficient Errors-in-variables Models[J].Journal of Statistical Planning and Inference,2012,(142).
[2]Durbin J.A Note on Regression When There is Extraneous Information About One of the Coefficients[J].Journal of the American Statistical Association,1953,(48).
[3]Theil H,Goldberger A S.On Pure and Mixed Statistical Estimation in Economics[J]International Economic Review,1961,(2).
[4]Theil H.On the Use of Incomplete Prior Information in Regression Analysis[J].Journal of the American Statistical Association,1963,(58).
[5]Toutenburg H.Prior Information in Linear Models[M].New York:Wiley,1982.
[6]Rao C R,et al.Linear Models and Generalization:Least Squares and Alternatives[M].Berlin:Springer,2008.
[7]Shalabh G G,Misra N.Consistent Estimation of Regression Coefficients in Ultrastructural Measurement Error Model Using Stochastic Prior Information[J].Statistical Papers,2010,(51).
[8]Li W X,Yang H.Weighted Stochastic Restricted Estimation in Linear Measurement Error Models[J].Communications in Statistics-Simulation and Computation,2013,42(4).
[9]Wei C H.Statistical Inference for Restricted Partially Linear Varying Coefficient Errors-in-variables Models[J].Journal of Statistical Planning and Inference,2012,(142).