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ABSTRACT This article considers partially linear single-index models with errors in all variables. By using the Pseudo − θ method (Liang, Härdle, and Carroll 1999), local linear regression and simulation-extrapolation… Click to show full abstract
ABSTRACT This article considers partially linear single-index models with errors in all variables. By using the Pseudo − θ method (Liang, Härdle, and Carroll 1999), local linear regression and simulation-extrapolation (SIMEX) technique (Cook and Stefanski 1994), we propose an efficient methodology to estimate the current model. Under certain conditions the asymptotic properties of proposed estimators are obtained. Some simulation experiments and an application are conducted to illustrate our proposed method.
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2019
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