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Autor:innen: 
Erscheinungsjahr: 
1997
Schriftenreihe/Nr.: 
SFB 373 Discussion Paper No. 1997,46
Verlag: 
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, Berlin
Zusammenfassung: 
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.
Schlagwörter: 
Measurement Error
Errors-in-Variables
Partially Linear Model
Semiparametric Models
Nonparametric Likelihood
Persistent Identifier der Erstveröffentlichung: 
Dokumentart: 
Working Paper

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