Robust estimation for varying-coefficient partially linear measurement error model with auxiliary instrumental variables
We study the varying-coefficient partially linear model when some linear covariates are not observed, but their auxiliary instrumental variables are available. Combining the calibrated error-prone covariates and modal regression, we present a two-stage efficient estimation procedure, which is robust...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2023-05-01
|
| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2023934?viewType=HTML |
| _version_ | 1797806359671996416 |
|---|---|
| author | Yanting Xiao Wanying Dong |
| author_facet | Yanting Xiao Wanying Dong |
| author_sort | Yanting Xiao |
| collection | DOAJ |
| description | We study the varying-coefficient partially linear model when some linear covariates are not observed, but their auxiliary instrumental variables are available. Combining the calibrated error-prone covariates and modal regression, we present a two-stage efficient estimation procedure, which is robust against outliers or heavy-tail error distributions. Asymptotic properties of the resulting estimators are established. Performance of our proposed estimation procedure is illustrated through some numerous simulations and a real example. And the results confirm that the proposed methods are satisfactory. |
| first_indexed | 2024-03-13T06:06:10Z |
| format | Article |
| id | doaj.art-3b5188b418ea407fb635bca25c248b95 |
| institution | Directory Open Access Journal |
| issn | 2473-6988 |
| language | English |
| last_indexed | 2024-03-13T06:06:10Z |
| publishDate | 2023-05-01 |
| publisher | AIMS Press |
| record_format | Article |
| series | AIMS Mathematics |
| spelling | doaj.art-3b5188b418ea407fb635bca25c248b952023-06-12T01:34:03ZengAIMS PressAIMS Mathematics2473-69882023-05-0188183731839110.3934/math.2023934Robust estimation for varying-coefficient partially linear measurement error model with auxiliary instrumental variablesYanting Xiao0Wanying Dong1Department of Applied Mathematics, Xi'an University of Technology, Xi'an, Shaanxi 710048, ChinaDepartment of Applied Mathematics, Xi'an University of Technology, Xi'an, Shaanxi 710048, ChinaWe study the varying-coefficient partially linear model when some linear covariates are not observed, but their auxiliary instrumental variables are available. Combining the calibrated error-prone covariates and modal regression, we present a two-stage efficient estimation procedure, which is robust against outliers or heavy-tail error distributions. Asymptotic properties of the resulting estimators are established. Performance of our proposed estimation procedure is illustrated through some numerous simulations and a real example. And the results confirm that the proposed methods are satisfactory.https://www.aimspress.com/article/doi/10.3934/math.2023934?viewType=HTMLvarying-coefficient partially linear modelsauxiliary variableserror-in-variablemodal regression |
| spellingShingle | Yanting Xiao Wanying Dong Robust estimation for varying-coefficient partially linear measurement error model with auxiliary instrumental variables AIMS Mathematics varying-coefficient partially linear models auxiliary variables error-in-variable modal regression |
| title | Robust estimation for varying-coefficient partially linear measurement error model with auxiliary instrumental variables |
| title_full | Robust estimation for varying-coefficient partially linear measurement error model with auxiliary instrumental variables |
| title_fullStr | Robust estimation for varying-coefficient partially linear measurement error model with auxiliary instrumental variables |
| title_full_unstemmed | Robust estimation for varying-coefficient partially linear measurement error model with auxiliary instrumental variables |
| title_short | Robust estimation for varying-coefficient partially linear measurement error model with auxiliary instrumental variables |
| title_sort | robust estimation for varying coefficient partially linear measurement error model with auxiliary instrumental variables |
| topic | varying-coefficient partially linear models auxiliary variables error-in-variable modal regression |
| url | https://www.aimspress.com/article/doi/10.3934/math.2023934?viewType=HTML |
| work_keys_str_mv | AT yantingxiao robustestimationforvaryingcoefficientpartiallylinearmeasurementerrormodelwithauxiliaryinstrumentalvariables AT wanyingdong robustestimationforvaryingcoefficientpartiallylinearmeasurementerrormodelwithauxiliaryinstrumentalvariables |