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Locally efficient semiparametric estimators for functional measurement error models. (English) Zbl 1064.62034
Summary: A class of semiparametric estimators are proposed in the general setting of functional measurement error models. The estimators follow from estimating equations that are based on the semiparametric efficient score derived under a possibly incorrect distributional assumption for the unobserved ‘measured with error’ covariates. It is shown that such estimators are consistent and asymptotically normal even with misspecification and are efficieni if computed under the truth. The methods are demonstrated with a simulation study of a quadratic logistic regression model with measurement error.

MSC:
62G05 Nonparametric estimation
62G20 Asymptotic properties of nonparametric inference
62H12 Estimation in multivariate analysis
62J99 Linear inference, regression
62J12 Generalized linear models (logistic models)
Keywords:
efficient score
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