LI Shengbiao,PENG Jiankui.Estimation of semiparametric isotonic regression model with measurement error[J].Journal of Yanbian University,2022,(01):41-47.
测量误差情况下半参数单调回归模型的估计
- Title:
- Estimation of semiparametric isotonic regression model with measurement error
- 文章编号:
- 1004-4353(2022)01-0041-07
- 分类号:
- O212.1
- 文献标志码:
- A
- 摘要:
- 为了提高测量误差情况下半参数单调回归模型的估计效率,提出了一种新的估计方法.首先利用核估计方法和纠偏的思想得到了参数的惩罚最小二乘估计,并在此基础上构造了非参数部分的单调估计; 其次证明了参数部分估计的渐近分布为正态分布; 最后通过随机模拟比较了考虑测量误差和忽略测量误差两种方法所得估计的有限样本性质,结果显示忽略测量误差所得的估计不具有相合性,说明了文中所提出的估计方法的有效性和优越性.
- Abstract:
- In order to improve the estimation efficiency of semiparametric isotonic regression model with measurement error, we propose a new estimation method.Firstly, the penalized least square estimation of parameters is obtained by using kernel estimation method and the idea of rectifying deviation, on this basis, the monotone estimation of nonparametric part is constructed.Secondly, the proposed estimator of the parametric component is shown to be root - n consistent and asymptotically normal.Finally, the finite sample properties of the estimation obtained by considering the measurement error and the neglect measurement error are compared by random simulation.The simulation results show that the estimation without the measurement error is not consistent, which shows the effectiveness and superiority of the estimation method.
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备注/Memo
收稿日期: 2021-09-15
基金项目: 甘肃省自然科学基金(20JR5RA464); 甘肃省高等学校创新基金(2020B -255)
第一作者: 李生彪(1981—),男,硕士,副教授,研究方向为数理统计及数学建模.