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1997-01-15Buch DOI: 10.18452/3796
Nonparametric Kernel and Regression Spline Estimation in the Presence of Measurement Error
dc.contributor.authorMaca, J. D.
dc.contributor.authorCarroll, Raymond J.
dc.contributor.authorRuppert, David
dc.date.accessioned2017-06-15T22:08:58Z
dc.date.available2017-06-15T22:08:58Z
dc.date.created2006-05-18
dc.date.issued1997-01-15
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4448
dc.description.abstractIn many regression applications both the independent and dependent variables are measured with error. When this happens, conventional parametric and nonparametric regression techniques are no longer valid. We consider two different nonparametric techniques, regression splines and kernel estimation, of which both can be used in the presence of measurement error. Within the kernel regression context, we derive the limit distribution of the SIMEX estimate. With the regression spline technique, two different methods of estimations are used. The first method is the SIMEX algorithm which attempts to estimate the bias, and remove it. The second method is a structural approach, where one hypothesizes a distribution for the independent variable which depends on estimable parameters. A series of examples and simulations illustrate the methods.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectBootstrapeng
dc.subjectMeasurement Erroreng
dc.subjectLocal Polynomial Regressioneng
dc.subjectSIMEXeng
dc.subjectAsymptotic theoryeng
dc.subjectEstimating Equationseng
dc.subjectNonlinear Regressioneng
dc.subjectBandwidth Selectioneng
dc.subjectRegression Splineseng
dc.subjectSandwich Estimationeng
dc.subject.ddc330 Wirtschaft
dc.titleNonparametric Kernel and Regression Spline Estimation in the Presence of Measurement Error
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10063710
dc.identifier.doihttp://dx.doi.org/10.18452/3796
dc.subject.dnb17 Wirtschaft
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages17
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1997
local.edoc.container-issue11
local.edoc.container-year1997
local.edoc.container-erstkatid2135319-0

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