TY - JOUR
T1 - Estimation and testing for partially functional linear errors-in-variables models
AU - Zhu, Hanbing
AU - Zhang, Riquan
AU - Yu, Zhou
AU - Lian, Heng
AU - Liu, Yanghui
PY - 2019/3
Y1 - 2019/3
N2 - 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.
AB - 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.
KW - Corrected profile least-squares
KW - Errors-in-variables
KW - Functional data
KW - Hypothesis test
KW - Partially linear models
UR - http://www.scopus.com/inward/record.url?scp=85057460395&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-85057460395&origin=recordpage
U2 - 10.1016/j.jmva.2018.11.005
DO - 10.1016/j.jmva.2018.11.005
M3 - RGC 21 - Publication in refereed journal
SN - 0047-259X
VL - 170
SP - 296
EP - 314
JO - Journal of Multivariate Analysis
JF - Journal of Multivariate Analysis
ER -