Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/66307
Authors: 
Liang, Hua
Year of Publication: 
1997
Series/Report no.: 
Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1997,46
Abstract: 
We consider the partially linear model relating a response Y to predictors (X,T) with mean function XT Ø + g(T) when the T's are measured with additive error. We derive an estimator of Ø by modification local-likelihood method. The resulting estimator of Ø is shown to be asymptotically normal.We consider the partially linear model relating a response Y to predictors (X,T) with mean function XT Ø + g(T) when the T's are measured with additive error. We derive an estimator of Ø by modification local-likelihood method. The resulting estimator of Ø is shown to be asymptotically normal.
Subjects: 
Measurement Error
Errors-in-Variables
Partially Linear Model
Semiparametric Models
Nonparametric Likelihood
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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