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Estimation of Linear Error-in-Covariables Models with Validation Data Under Random Censorship

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  • Wang, Qihua

Abstract

Consider the linear models of the form Y=X[tau][beta]+[var epsilon] with the response Y censored randomly on the right and X measured erroneously. Without specifying any error models, in this paper, a semiparametric method is applied to the estimation of the parametric vector [beta] with the help of proper validation data. For the proposed estimator, an asymptotic representation is established and the asymptotic normality is also proved.

Suggested Citation

  • Wang, Qihua, 2000. "Estimation of Linear Error-in-Covariables Models with Validation Data Under Random Censorship," Journal of Multivariate Analysis, Elsevier, vol. 74(2), pages 245-266, August.
    • Handle: RePEc:eee:jmvana:v:74:y:2000:i:2:p:245-266
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    References listed on IDEAS

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    1. Healy, John D., 1980. "Maximum likelihood estimation of a multivariate linear functional relationship," Journal of Multivariate Analysis, Elsevier, vol. 10(2), pages 243-251, June.
    2. Srinivasan, C. & Zhou, M., 1994. "Linear Regression with Censoring," Journal of Multivariate Analysis, Elsevier, vol. 49(2), pages 179-201, May.
    3. Bound, John & Krueger, Alan B, 1991. "The Extent of Measurement Error in Longitudinal Earnings Data: Do Two Wrongs Make a Right?," Journal of Labor Economics, University of Chicago Press, vol. 9(1), pages 1-24, January.
    4. Wang, Qihua, 1999. "Estimation of Partial Linear Error-in-Variables Models with Validation Data," Journal of Multivariate Analysis, Elsevier, vol. 69(1), pages 30-64, April.
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    Cited by:

    1. Wang, Qihua & Zhang, Riquan, 2009. "Statistical estimation in varying coefficient models with surrogate data and validation sampling," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2389-2405, November.
    2. Wang, Qihua, 2006. "Nonparametric regression function estimation with surrogate data and validation sampling," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1142-1161, May.
    3. Wang, Qihua & Härdle, Wolfgang, 2002. "Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study," SFB 373 Discussion Papers 2002,82, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    4. Wang, Qihua & Yu, Keming, 2007. "Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data," Journal of Multivariate Analysis, Elsevier, vol. 98(3), pages 455-480, March.
    5. Boumahdi, Mounir & Ouassou, Idir & Rachdi, Mustapha, 2023. "Estimation in nonparametric functional-on-functional models with surrogate responses," Journal of Multivariate Analysis, Elsevier, vol. 198(C).

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