Abstract

This paper considers the estimation for a partial index additive regression model, when the response variable and covariates in the index part are observed with additive distortion measurement errors. For the index parameter, the dimension-reduction based estimators with or without additive distortion measurement errors are proposed. This new estimation method is further adopted to the partial linear models for parameter estimation. We study the asymptotic properties of the proposed estimators. Simulation studies are conducted to compare the proposed estimation methods.

中文翻译：

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具有加性失真测量误差的部分指数加性模型

摘要

本文考虑部分指数加性回归模型的估计，当观察到指数部分中的响应变量和协变量存在加性失真测量误差时。对于指数参数，提出了基于降维的估计器，有或没有加性失真测量误差。这种新的估计方法被进一步应用于参数估计的部分线性模型。我们研究了所提出的估计量的渐近特性。进行模拟研究以比较所提出的估计方法。