含有Berkson与经典测量误差的非线性模型估计

Estimation of nonlinear models with Berkson and classical measurement errors

使用一个两阶段最小距离矩估计方法,给出了含有Berkson测量误差和经典线性测量误差的非线性模型估计.得到了参数的一致估计及其渐近正态性.此外,基于傅里叶分析方法推导出了非线性函数的一个识别方程.

By using a two steps method of minimum distance moment estimation,the estimatiors of nonlinear model is obtained,in which the covariates include the Berkson and classical measurement errors.It is proved that the proposed estimator is consistent and asymptotically normally distributed.Besides,an identifiable equation based on Fourier analysis method is derived for the nonlinear function.