Estimation and testing for partially functional linear errors-in-variables models

Hanbing Zhu, Riquan Zhang*, Zhou Yu, Heng Lian, Yanghui Liu

*Corresponding author for this work

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

28 Citations (Scopus)

Abstract

This paper considers estimation and testing problems for partial functional linear models when the covariates in the non-functional linear component are measured with additive error. A corrected profile, least-squares based, estimation procedure is developed for the parametric component. Asymptotic properties of the proposed estimators are established under some regularity conditions. To test a hypothesis on the parametric component, a statistic based on the difference between the corrected residual sums of squares under the null and alternative hypotheses is proposed; its limiting null distribution is shown to be a weighted sum of independent standard χ12 variables. Simulation studies are conducted to demonstrate the performance of the proposed procedure and a real example is analyzed for illustration.
Original languageEnglish
Pages (from-to)296-314
JournalJournal of Multivariate Analysis
Volume170
Online published17 Nov 2018
DOIs
Publication statusPublished - Mar 2019

Research Keywords

  • Corrected profile least-squares
  • Errors-in-variables
  • Functional data
  • Hypothesis test
  • Partially linear models

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