Instrumental Variable Type Estimation for Generalized Varying Coefficient Models with Error-Prone Covariates  

作　　者：ZHAO Peixin 

机构地区：[1]Department of Mathematics,Hechi University

出　　处：《Wuhan University Journal of Natural Sciences》2013年第3期241-246,共6页武汉大学学报（自然科学英文版）

基　　金：Supported by the National Natural Science Foundation of China(11101119);the Natural Science Foundation of Guangxi(2010GXNSFB013051);the Philosophy and Social Sciences Foundation of Guangxi(11FTJ002)

摘　　要：In this paper,the estimation for a class of generalized varying coefficient models with error-prone covariates is considered.By combining basis function approximations with some auxiliary variables,an instrumental variable type estimation procedure is proposed.The asymptotic results of the estimator,such as the consistency and the weak convergence rate,are obtained.The proposed procedure can attenuate the effect of measurement errors and have proved workable for finite samples.In this paper,the estimation for a class of generalized varying coefficient models with error-prone covariates is considered.By combining basis function approximations with some auxiliary variables,an instrumental variable type estimation procedure is proposed.The asymptotic results of the estimator,such as the consistency and the weak convergence rate,are obtained.The proposed procedure can attenuate the effect of measurement errors and have proved workable for finite samples.

关 键 词：generalized varying coefficient models instrumental variable error-prone covariates 

分 类 号：O212.7[理学—概率论与数理统计]