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SIMEX estimation in parametric modal regression with measurement error
Computational Statistics & Data Analysis ( IF 1.5 ) Pub Date : 2021-05-01 , DOI: 10.1016/j.csda.2020.107158
Jianhong Shi , Yujing Zhang , Ping Yu , Weixing Song

For a class of parametric modal regression models with measurement error, a simulation extrapolation estimation procedure is proposed in this paper for estimating the modal regression coefficients. Large sample properties of the proposed estimation procedure, including the consistency and asymptotic normality, are thoroughly investigated. Simulation studies are conducted to evaluate its robustness to potential outliers and the effectiveness in reducing the bias caused by the measurement error.

中文翻译:

带有测量误差的参数模态回归中的 SIMEX 估计

针对一类存在测量误差的参数模态回归模型,本文提出了一种模拟外推估计方法来估计模态回归系数。所提出的估计程序的大样本特性,包括一致性和渐近正态性,都进行了彻底的研究。进行模拟研究以评估其对潜在异常值的稳健性以及减少由测量误差引起的偏差的有效性。
更新日期:2021-05-01
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