| 含有Berkson与经典测量误差的非线性模型估计 |
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| 引用本文： | 解其昌,赖绍永. 含有Berkson与经典测量误差的非线性模型估计[J]. 浙江大学学报(理学版), 2011, 38(6): 628-631 |
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| 作者姓名： | 解其昌 赖绍永 |
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| 作者单位： | 西南财经大学金融学院;西南财经大学经济数学学院; |
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| 基金项目： | 教育部重点项目资助(109140); 西南财经大学211三期特色项目(211DT03)资助 |
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| 摘 要： | 摘要：使用一个两阶段最小距离矩估计方法,给出了含有Berkson测量误差和经典线性测量误差的非线性模型估计.得到了参数的一致估计及其渐近正态性.此外,基于傅里叶分析方法推导出了非线性函数的一个识别方程.
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| 关 键 词： | 关键词非线性模型 测量误差 最小距离 傅里叶分析 |
Estimation of nonlinear models with Berkson and classical measurement errors |
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| XIE Qi-chang,LAI Shao-yong. Estimation of nonlinear models with Berkson and classical measurement errors[J]. Journal of Zhejiang University(Sciences Edition), 2011, 38(6): 628-631 |
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| Authors: | XIE Qi-chang LAI Shao-yong |
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| Affiliation: | XIE Qi-chang,LAI Shao-yong (1.School of Finance,Southwestern University of Fiance and Economics,Chengdu 611130,China,2.School of Economic Mathematics,China) |
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| Abstract: | By using a two steps method of minimum distance moment estimation,the estimatiors of nonlinear model is obtained,in which the covariates include the Berkson and classical measurement errors.It is proved that the proposed estimator is consistent and asymptotically normally distributed.Besides,an identifiable equation based on Fourier analysis method is derived for the nonlinear function. |
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| Keywords: | nonlinear models measurement errors minimum distance Fourier analysis |
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