期刊文献+

协变量带误差的随机删失数据线性模型的一类半参数估计

A Class of Semiparametric Estimators for Linear Error-in-Covariables Models Under Random Censorship
下载PDF
导出
摘要 考虑线性模型Yi=Xi^Tβ+εi,i=1,2,…,n,其中Yi为随机右删失因变量,Xi难以观测,或需要较高成本才能得到其精确观测值,故转而观测与Xi相关的相对易得的随机变量Xi利用数据集{(Xj,Xj)}n+N,j=n+1估计E[X|X^-]的同时,给出了参数向量β的一类半参数估计,并且证明了估计量的渐近正态性. Consider the linear models Yi=Xi^Tβ+εi,i=1,2,…,n, with the response Yi censored randomly on the right and Xi hard or costly to measure. A relative variable X^- is to be measured instead of X. When estimating E[ X|X] with the help of validation data{(Xj,Xj)}n+N,j=n+1, a class of semiparametric estimators for vector β are given and the asymptotic normality is also proved.
出处 《南京师大学报(自然科学版)》 CAS CSCD 北大核心 2009年第2期31-35,共5页 Journal of Nanjing Normal University(Natural Science Edition)
关键词 随机删失数据 线性回归模型 协变量带误差 渐近正态性 random censoring,linear models,errors in covariables,asymptotic normality
  • 相关文献

参考文献16

  • 1Buckley J James.Linear regression with censored data[J].Biometrika,1979,66(3):429-436.
  • 2Chatterjee S,McLeish D L.Fitting linear regression models to censored data by least squares and maximum likelihood methods[J].Comm Statist-Theor Meth,1986,15(11):3227-3243.
  • 3Koul H,Susarla V,Van Ryzin J.Regression analysis with randomly right-censored data[J].Ann Stat,1981,9(6):1276-1288.
  • 4Leurgans S.Linear models,random censoring and synthetic data[J].Biometrika,1987,74(2):301-309.
  • 5Miller R G.Least squares regression with censored data[J].Biometrika,1976,63(6):449-464.
  • 6Zheng Z K.A class of estimator for the parameter in linear regression with censored data[J].Acta Mathematic Applicatae Sinica,1987,3:231-241.
  • 7秦更生.随机删失场合部分线性模型中的核光滑方法[J].数学年刊(A辑),1995,1(4):441-453. 被引量:9
  • 8Prentice R L.Surrogate endpoints in clinical trials:definition and operational[J].Oriteria Statist,1989,8:431-440.
  • 9Bound J,Krunt A B.The extend of measurement error in longitudinal earning data:Do two wrongs make a right?[J].J Labor Economics,1989,9:1-24.
  • 10Pepe M S,Fleming T R.A general nonparametric method for dealing with errors in missing or surrogate covariate data[J].J Amer Statist Assoc,1991,86:108-113.

二级参考文献6

  • 1Zhou M,Ann Statist,1992年,20卷,1002页
  • 2Hong S Y,The fourth China-Japan symposium on statist,1991年
  • 3Hong S Y,Sci Chin A,1991年,1258页
  • 4Zheng Z K,J Math Res Exposition,1988年,2卷,307页
  • 5Zheng Z K,Acta Math Appl Sin,1987年,3卷,231页
  • 6Chen G J,Acta Math Sin New Ser,1984年,27卷,783页

共引文献8

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部