Efficient statistical inference for partially nonlinear errors-in-variables models |
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| Authors: | San Ying Feng Gao Rong Li Jun Hua Zhang |
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| Affiliation: | 1. College of Applied Sciences, Beijing University of Technology, Beijing, 100124, P. R. China
2. College of Mechanical Engineering, Beijing Information Science and Technology University, Beijing, 100192, P. R. China
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| Abstract: | In this paper, we consider the partially nonlinear errors-in-variables models when the nonparametric component is measured with additive error. The profile nonlinear least squares estimator of unknown parameter and the estimator of nonparametric component are constructed, and their asymptotic properties are derived under general assumptions. Finite sample performances of the proposed statistical inference procedures are illustrated by Monte Carlo simulation studies. |
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| Keywords: | Partially nonlinear errors-in-variables model measurement error ordinary smooth profile nonlinear least squares asymptotic property |
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