Journal of Statistical Theory and Applications

Volume 18, Issue 1, March 2019, Pages 46 - 64

On Partially Linear Single-Index Models with Missing Response and Error-in-Variable Predictors

Authors
Tsung-Lin Cheng1, Yin-Ying Lin2, Xuewen Lu3, Radhey Singh4, *
1Department of Mathematics, National Changhua University of Education, Changhua city, Taiwan
2Institute of Statistics and Information, National Changhua University of Education, Changhua city, Taiwan
3Department of Mathematics and Statistics, University of Calgary, Calgary, AB, Canada
4Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, ON, Canada
*Corresponding author. Email: rssingh@uwaterloo.ca
Corresponding Author
Tsung-Lin Cheng
Received 20 January 2017, Accepted 15 August 2018, Available Online 22 April 2019.
DOI
10.2991/jsta.d.190306.006How to use a DOI?
Abstract

In this paper, we consider a partially linear single-index model when missing responses and nonlinear regressors with measurement error are taken into account. Utilizing data imputation for missing values and regression calibration for error-prone regressors, we not only estimate the parameters in the linear part as well as the single-index part, but also estimate the nonparametric link function by local linear fit. Under normalization, all the proposed estimators for the regression coefficients and the link function are proven to be asymptotically normal, and some illustrative simulations are provided to justify our methods.

Copyright
© 2019 The Authors. Published by Atlantis Press SARL.
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

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Journal
Journal of Statistical Theory and Applications
Volume-Issue
18 - 1
Pages
46 - 64
Publication Date
2019/04/22
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
10.2991/jsta.d.190306.006How to use a DOI?
Copyright
© 2019 The Authors. Published by Atlantis Press SARL.
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - JOUR
AU  - Tsung-Lin Cheng
AU  - Yin-Ying Lin
AU  - Xuewen Lu
AU  - Radhey Singh
PY  - 2019
DA  - 2019/04/22
TI  - On Partially Linear Single-Index Models with Missing Response and Error-in-Variable Predictors
JO  - Journal of Statistical Theory and Applications
SP  - 46
EP  - 64
VL  - 18
IS  - 1
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.d.190306.006
DO  - 10.2991/jsta.d.190306.006
ID  - Cheng2019
ER  -