缺失数据下带约束条件的部分线性变系数 EV 模型的估计
Estimation in Partially Linear Varying-Coefficient Errors-in-Variable Model with Restricted Condition under Missing Responses
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摘要: 用一般级数估计方法研究了带约束及响应变量缺失条件下的部分线性变系数 EV 模型的参数与非参数估计，并讨论了参数估计的一致性和渐进正态性及非参数估计的收敛速度，且通过数值模拟验证了所提方法的估计效果。Abstract: This paper studies the estimation of partially linear varying‐coefficient errors‐in‐variable model with restricted condition under missing responses by general series estimation method ,and discusses the consistency and asymptotic normality of parametric estimator and the rate of convergence in nonparametric part .Moreover the estimates of the proposed method is verified by the numerical simulation results .
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