Robust estimation in partially linear errors-in-variables models
In many applications of regression analysis, there are covariates that are measured with errors. A robust family of estimators of the parametric and nonparametric components of a structural partially linear errors-in-variables model is introduced. The proposed estimators are based on a three-step pr...
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todo:paper_01679473_v106_n_p46_Bianco2023-10-03T15:05:33Z Robust estimation in partially linear errors-in-variables models Bianco, A.M. Spano, P.M. Fisher-consistency Kernel weights M-location functionals Nonparametric regression Robust estimation Errors Orthogonal functions Regression analysis Fisher-consistency Functionals Kernel weight Non-parametric regression Robust estimation Parameter estimation In many applications of regression analysis, there are covariates that are measured with errors. A robust family of estimators of the parametric and nonparametric components of a structural partially linear errors-in-variables model is introduced. The proposed estimators are based on a three-step procedure where robust orthogonal regression estimators are combined with robust smoothing techniques. Under regularity conditions, it is proved that the resulting estimators are consistent. The robustness of the proposal is studied by means of the empirical influence function when the linear parameter is estimated using the orthogonal M-estimator. A simulation study allows to compare the behaviour of the robust estimators with their classical relatives and a real example data is analysed to illustrate the performance of the proposal. © 2016 Elsevier B.V. Fil:Bianco, A.M. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_01679473_v106_n_p46_Bianco |
| institution |
Universidad de Buenos Aires |
| institution_str |
I-28 |
| repository_str |
R-134 |
| collection |
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
| topic |
Fisher-consistency Kernel weights M-location functionals Nonparametric regression Robust estimation Errors Orthogonal functions Regression analysis Fisher-consistency Functionals Kernel weight Non-parametric regression Robust estimation Parameter estimation |
| spellingShingle |
Fisher-consistency Kernel weights M-location functionals Nonparametric regression Robust estimation Errors Orthogonal functions Regression analysis Fisher-consistency Functionals Kernel weight Non-parametric regression Robust estimation Parameter estimation Bianco, A.M. Spano, P.M. Robust estimation in partially linear errors-in-variables models |
| topic_facet |
Fisher-consistency Kernel weights M-location functionals Nonparametric regression Robust estimation Errors Orthogonal functions Regression analysis Fisher-consistency Functionals Kernel weight Non-parametric regression Robust estimation Parameter estimation |
| description |
In many applications of regression analysis, there are covariates that are measured with errors. A robust family of estimators of the parametric and nonparametric components of a structural partially linear errors-in-variables model is introduced. The proposed estimators are based on a three-step procedure where robust orthogonal regression estimators are combined with robust smoothing techniques. Under regularity conditions, it is proved that the resulting estimators are consistent. The robustness of the proposal is studied by means of the empirical influence function when the linear parameter is estimated using the orthogonal M-estimator. A simulation study allows to compare the behaviour of the robust estimators with their classical relatives and a real example data is analysed to illustrate the performance of the proposal. © 2016 Elsevier B.V. |
| format |
JOUR |
| author |
Bianco, A.M. Spano, P.M. |
| author_facet |
Bianco, A.M. Spano, P.M. |
| author_sort |
Bianco, A.M. |
| title |
Robust estimation in partially linear errors-in-variables models |
| title_short |
Robust estimation in partially linear errors-in-variables models |
| title_full |
Robust estimation in partially linear errors-in-variables models |
| title_fullStr |
Robust estimation in partially linear errors-in-variables models |
| title_full_unstemmed |
Robust estimation in partially linear errors-in-variables models |
| title_sort |
robust estimation in partially linear errors-in-variables models |
| url |
http://hdl.handle.net/20.500.12110/paper_01679473_v106_n_p46_Bianco |
| work_keys_str_mv |
AT biancoam robustestimationinpartiallylinearerrorsinvariablesmodels AT spanopm robustestimationinpartiallylinearerrorsinvariablesmodels |
| _version_ |
1807321984338493440 |