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Robust estimation in partially linear measurement error models Bianco, Ana
Description
In many applications of regression analysis, there are covariates that are measured with errors. Measurement error models are a useful tool for the analysis in this kind of situations. Among semipara- metric models, partially linear models have been extensively used due to their flexibility to model linear components in conjunction with non-parametric ones. In this talk, we focus on partially linear models where the covariates of the linear component are measured with additive errors. We consider a robust fam- ily of estimators of the parametric and nonparametric components that combine robust local smoothers with robust parametric techniques. The resulting estimators are based on a three-step procedure. We prove that, under regularity conditions, they are consistent. We study their robustness by means of the empirical influence function. A simulation study allows to compare the behaviour of the robust estimators with their classical relatives and a real example data is analysed to illustrate the performance of the proposal.
Item Metadata
Title |
Robust estimation in partially linear measurement error models
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Creator | |
Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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Date Issued |
2015-11-17T14:20
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Description |
In many applications of regression analysis, there are covariates that are measured with errors. Measurement error models are a useful tool for the analysis in this kind of situations. Among semipara- metric models, partially linear models have been extensively used due to their flexibility to model linear components in conjunction with non-parametric ones. In this talk, we focus on partially linear models where the covariates of the linear component are measured with additive errors. We consider a robust fam- ily of estimators of the parametric and nonparametric components that combine robust local smoothers with robust parametric techniques. The resulting estimators are based on a three-step procedure. We prove that, under regularity conditions, they are consistent. We study their robustness by means of the empirical influence function. A simulation study allows to compare the behaviour of the robust estimators with their classical relatives and a real example data is analysed to illustrate the performance of the proposal.
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Extent |
41 minutes
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File Format |
video/mp4
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Language |
eng
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Notes |
Author affiliation: Universidad Nacional de Buenos Aires
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Series | |
Date Available |
2016-05-18
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
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DOI |
10.14288/1.0303099
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URI | |
Affiliation | |
Peer Review Status |
Unreviewed
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Scholarly Level |
Faculty
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Aggregated Source Repository |
DSpace
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Rights
Attribution-NonCommercial-NoDerivatives 4.0 International