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Estimation of partial linear error-in-variables models for ρ-mixing dependence data

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Consider the partly linear regression model Y = xβ + g(t) + e where the explanatory x is erroneously measured, and both t and the response Y are measured exactly, the random error e is ρ-mixing. Let \(\tilde{x}\) be a surrogate variable observed instead of the true x in the primary survey data. Assume that in addition to the primary data set containing N observations of \(\big\{(Y_{j},\tilde{x}_{j},t_{j})_{j=n+1}^{n+N}\big\}\), which is ρ-mixing data sets, an independent validation data containing n observations of \(\big\{(x_{j},\tilde{x}_{j},t_{j})_{j=1}^{n}\big\}\) is available. The exact observations on x may be obtained by some expensive or diffcult procedures for only a small subset of subjects enrolled in the study. In this paper, inspired by Berberan-Santos et al. [J. Math. Chem. 37 (2005)101], a semiparametric method with the primary data is employed to obtain the estimators of β and g(·) based on the least squares criterion with the help of validata. The proposed estimators are proved to be strongly consistent.

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Correspondence to Guang-hui Cai.

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Cai, Gh. Estimation of partial linear error-in-variables models for ρ-mixing dependence data. J Math Chem 43, 375–385 (2008). https://doi.org/10.1007/s10910-006-9204-8

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  • DOI: https://doi.org/10.1007/s10910-006-9204-8

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