Related Topics in Partially Linear Models

Name: Related Topics in Partially Linear Models
Brand: VDM Verlag Dr. Mueller E.K.
SKU: 9783639072396
Price: 79.66 EUR
Availability: InStock

Semi-parametric Regression, Measurement Errors,Missing Data, Single-index Models, Regression Calibration

Автор: Hua Liang

Език:

Корици: С меки корици

Издател: VDM Verlag Dr. Mueller E.K.

Наличност: Външен склад

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79.66 € 155.81 лв

Various effects have been made to remedy the curse ofdimensionality for high-dimensional data. Parti...

Информация за книгата

Автор

Hua Liang

Език

Английски език

Корици

Книга - С меки корици

Издадена

2008

страници

100

EAN

9783639072396

ISBN

3639072391

Enbook ID

06816520

Издател

VDM Verlag Dr. Mueller E.K.

Теглоt

145

Размери

152 x 229 x 5

Пълно описание

Various effects have been made to remedy the curse ofdimensionality for high-dimensional data. Partiallylinear models, as an effective dimensional reductiontechnique, have been intensively studied inliterature. We develop methodology for the estimationof regression parameters in partially linear modelswhen the covariates are measured with errors or maybe missing. We are particularly concerned with twocases where we observe a surrogate of the covariate.The second case focuses on the linear covariatebeing incompletely observable. We give thecorresponding solutions for the above problems. Thefirst solution employs the technique of correctingfor attenuation. The second is proposed using inverseweight probability. The resulting estimators areproven to be asymptotically normal. The model is usedto analyze a data set from the Framingham Heart Studyfor the purpose of illustrating the methods. We alsoinvestigate the semiparametric partially linearsingle index errors-in-variables models, for whichtwo classes of estimators are proposed, and thecorresponding theoretical properties are derived andcompared.

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Related Topics in Partially Linear Models

Semi-parametric Regression, Measurement Errors,Missing Data, Single-index Models, Regression Calibration

Информация за книгата

Пълно описание

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Клиенти, които купиха тази книга, купиха също