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Kernel estimator and predictor of partially linear mixed-effect errors-in-variables model
Journal of Statistical Computation and Simulation ( IF 1.2 ) Pub Date : 2020-10-30 , DOI: 10.1080/00949655.2020.1836642
Seçil Yalaz 1 , Özge Kuran 1
Affiliation  

This paper considers the partially linear mixed-effect model relating a response Y to predictors (X,Z,T) with mean function XTβ+ZTb+g(T) which is a combination of the linear mixed-effect model and the nonparametric smooth function. The proposed model contains an additive measurement error in X. Taavoni and Arashi (Kernel estimation in semiparametric mixed-effect longitudinal modelling. Statist Papers. 2019. Available from: https://doi.org/10.1007/s00362-019-01125-8.) approximated the nonparametric function by the profile kernel method, and made use of the weighted least squares to estimate the regression coefficients when measurement error was ignored. We derive a simple modification of their estimators by correction for attenuation stems from measurement error and demonstrate that the linear parts estimator is asymptotically normal.



中文翻译:

部分线性混合效应变量误差模型的核估计器和预测器

本文考虑了将响应Y与预测变量相关的部分线性混合效应模型XžŤ 具有平均功能 XŤβ+žŤb+GŤ它是线性混合效应模型和非参数平滑函数的组合。所提出的模型包含X的附加测量误差。Taavoni和Arashi(半参数混合效应纵向建模中的核估计。统计数据.2019。可从以下网址获得:https://doi.org/10.1007/s00362-019-01125-8。)通过轮廓核方法近似了非参数函数。 ,并且在忽略测量误差时利用加权最小二乘估计回归系数。我们通过校正源自测量误差的衰减来推导其估计量的简单修改,并证明线性部分估计量是渐近正态的。

更新日期:2020-10-30
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