129
Views
0
CrossRef citations to date
0
Altmetric
Article

Estimation of semi-varying coefficient error-in-variable models with surrogate data and validation sample

, &
Pages 4159-4185 | Received 01 Jun 2019, Accepted 28 Feb 2020, Published online: 16 Mar 2020

References

  • Carroll, R. J., R. J. Knickerbocker, and C. Y. Wang. 1995. Dimension reduction in a semiparametric regression model with errors in covariates. The Annals of Statistics 23 (1):161–81. doi:10.1214/aos/1176324461.
  • Carroll, R. J., and M. P. Wand. 1991. Semiparametric estimation in logistic error models. Journal of the Royal Statistical Society: Series B 53:652–63.
  • Duncan, G., and G. Hill. 1985. An investigation of the extent and consequence of measurement error in labor-economics survey data. Journal of Labor Economics 3 (4):508–32. doi:10.1086/298067.
  • Fan, J., and I. Gijbels. 1995. Data-driven bandwidth selection in local polynomial fitting: Variable bandwidth and spatial adaptation. Journal of the Royal Statistical Society: Series B (Methodological) 57:371–94. doi:10.1111/j.2517-6161.1995.tb02034.x.
  • Fan, J., and I. Gijbels. 1996. Local polynomial modelling and its application. Boca Raton: Chapman and Hall/CRC.
  • Fan, J., and T. Huang. 2005. Profile likelihood inferences on semiparametric varying-coefficient partially linear models. Bernoulli 11 (6):1031–57. doi:10.3150/bj/1137421639.
  • Fan, J., and J. Zhang. 2000. Two-step estimation of functional linear models with applications to longitudinal data. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 62 (2):303–22. doi:10.1111/1467-9868.00233.
  • Fan, J., C. Zhang, and J. Zhang. 2001. Generalized likelihood ratio statistics and Wilks phenomenon. The Annals of Statistics 29 (1):153–93. doi:10.1214/aos/996986505.
  • Feng, J. Y., R. Q. Zhang, and Y. Q. Lu. 2015. Inference on varying-coefficient partially linear regression Model. Acta Mathematicae Applicatae Sinica, English Series 31 (1):139–56. doi:10.1007/s10255-015-0457-5.
  • Hoover, D. R., J. A. Rice, C. O. Wu, and L. Yang. P. 1998. Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data. Biometrika 85 (4):809–22. doi:10.1093/biomet/85.4.809.
  • Li, R., and H. Liang. 2008. Variable selection in semiparametric regression modeling. The Annals of Statistics 36 (1):261–8. doi:10.1214/009053607000000604.
  • Lv, Y. Z., R. Q. Zhang, and Z. S. Huang. 2011. Nonparametric estimation of varying coefficient error-in-variable models with validation sampling. Journal of Statistical Planning and Inference 141 (10):3323–44. doi:10.1016/j.jspi.2011.04.017.
  • Lv, Y. Z., R. Q. Zhang, and Z. S. Huang. 2013. Estimation of semi-varying coefficient model with surrogate data and validation sampling. Acta Mathematicae Applicatae Sinica, English Series 29:645–60. doi:10.1007/s10255-013-0241-3.
  • Pepe, M. S. 1992. Inference using surrogate outcome data and a validation sample. Biometrika 79 (2):355–65. doi:10.1093/biomet/79.2.355.
  • Sepanski, J. H., and L. F. Lee. 1995. Semiparametric estimation of nonlinear errors-in-variables models with validation study. Journal of Nonparametric Statistics 4 (4):365–94. doi:10.1080/10485259508832627.
  • Wang, Q. H. 1999. Estimation of partial linear error-in-variables models with validation data. Journal of Multivariate Analysis 69 (1):30–64. doi:10.1006/jmva.1998.1797.
  • Wang, Q. H. 2006. Nonparametric regression function estimation with surrogate data and validation sampling. Journal of Multivariate Analysis 97 (5):1142–61. doi:10.1016/j.jmva.2005.05.008.
  • Wang, Q. H., and J. N. Rao. 2002. Empirical likelihood-based inference in linear errors-in-covariates models with validation data. Biometrika 89 (2):345–58. doi:10.1093/biomet/89.2.345.
  • Wang, Q. H., and K. M. Yu. 2007. Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data. Journal of Multivariate Analysis 98 (3):455–80. doi:10.1016/j.jmva.2005.05.011.
  • Wang, Q. H., and R. Q. Zhang. 2009. Statistical estimation in varying coefficient models with surrogate data and validation sampling. Journal of Multivariate Analysis 100 (10):2389–405. doi:10.1016/j.jmva.2009.04.012.
  • Wittes, J., E. Lakatos, and J. Probstfield. 1989. Surrogate endpoints in clinical trials: Cardiovascular diseases. Statistics in Medicine 8 (4):415–25. doi:10.1002/sim.4780080405.
  • Zhang, W., S. Y. Lee, and X. Song. 2002. Local polynomial fitting in semivarying coefficient model. Journal of Multivariate Analysis 82 (1):166–88. doi:10.1006/jmva.2001.2012.
  • Zhou, Y., and H. Liang. 2009. Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates. The Annals of Statistics 37 (1):427–58. doi:10.1214/07-AOS561.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.