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: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2023-05-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2023934?viewType=HTML |