| 测量误差情况下半参数单调回归模型的估计 |
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| 引用本文： | 李生彪,彭建奎.测量误差情况下半参数单调回归模型的估计[J].延边大学理工学报,2022,0(1):41-47. |
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| 作者姓名： | 李生彪 彭建奎 |
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| 作者单位： | (兰州文理学院 教育学院, 兰州 730000) |
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| 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.
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| 关 键 词： | 半参数模型 单调回归 测量误差 渐近偏差 |
Estimation of semiparametric isotonic regression model with measurement error |
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| LI Shengbiao,PENG Jiankui.Estimation of semiparametric isotonic regression model with measurement error[J].Journal of Yanbian University (Natural Science),2022,0(1):41-47. |
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| Authors: | LI Shengbiao PENG Jiankui |
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| Affiliation: | (College of Education, Lanzhou University of Arts and Science, Lanzhou 730000, China) |
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| 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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| Keywords: | semiparametric models isotonic regression measurement error asymptotic bias |
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