دورية أكاديمية

A revisit to correlation analysis for distortion measurement error data

التفاصيل البيبلوغرافية
العنوان: A revisit to correlation analysis for distortion measurement error data
المؤلفون: Zhang, Jun, Feng, Zhenghui, Zhou, Bu, 冯峥晖
المصدر: http://dx.doi.org/10.1016/j.jmva.2013.10.004Test.
بيانات النشر: ELSEVIER INC
سنة النشر: 2014
المجموعة: Xiamen University Institutional Repository
مصطلحات موضوعية: PARTIALLY LINEAR-MODELS, COVARIATE-ADJUSTED REGRESSION, VARYING COEFFICIENT MODELS, SINGLE-INDEX MODELS, IN-VARIABLES MODELS, EMPIRICAL LIKELIHOOD, INFERENCE, BOOTSTRAP
الوصف: Natural Science Foundation of SZU , China [801, 00036112]; NSFC of China [11101157, 11301434, 11101063]; NNSF of China [11201306, 11201499] ; In this paper, we consider the estimation problem of a correlation coefficient between unobserved variables of interest. These unobservable variables are distorted in a multiplicative fashion by an observed confounding variable. Two estimators, the moment-based estimator and the direct plug-in estimator, are proposed, and we show their asymptotic normality. Moreover, the direct plug-in estimator is shown asymptotically efficient. Furthermore, we suggest a bootstrap procedure and an empirical likelihood-based statistic to construct the confidence interval. The empirical likelihood statistic is shown to be asymptotically chi-squared. Simulation studies are conducted to examine the performance of the proposed estimators. These methods are applied to analyze the Boston housing price data as an illustration. (C) 2013 Elsevier Inc. All rights reserved.
نوع الوثيقة: article in journal/newspaper
اللغة: English
العلاقة: JOURNAL OF MULTIVARIATE ANALYSIS, 2014,124:116-129; WOS:000330599800010; http://dspace.xmu.edu.cn/handle/2288/90197Test
الإتاحة: https://doi.org/10.1016/j.jmva.2013.10.004Test
http://dspace.xmu.edu.cn/handle/2288/90197Test
رقم الانضمام: edsbas.8F3CE3F6
قاعدة البيانات: BASE