具有乘性失真测量误差的模态线性回归模型

Jun Zhang, Gaorong Li, Yiping Yang
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引用次数: 10

摘要

当响应变量和协变量都不能直接观测到,而是用乘法失真测量误差测量时,我们考虑模态线性回归模型。模态线性回归模型的参数估计采用了条件均值校准、条件绝对均值校准、条件方差校准和条件绝对对数校准四种校准方法。建立了基于四种校正方法的估计量的渐近性质。通过蒙特卡罗仿真实验验证了所提估计器的性能。提出的估计器应用于分析森林火灾数据集来说明。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Modal linear regression models with multiplicative distortion measurement errors
We consider modal linear regression models when neither the response variable nor the covariates can be directly observed, but are measured with multiplicative distortion measurement errors. Four calibration procedures are used to estimate parameters in the modal linear regression models, namely, conditional mean calibration, conditional absolute mean calibration, conditional variance calibration, and conditional absolute logarithmic calibration. The asymptotic properties for the estimators based on four calibration procedures are established. Monte Carlo simulation experiments are conducted to examine the performance of the proposed estimators. The proposed estimators are applied to analyze a forest fires dataset for an illustration.
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