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Abstract Details

Activity Number: 238
Type: Contributed
Date/Time: Monday, July 30, 2012 : 2:00 PM to 3:50 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #305453
Title: Generalized Locally Efficient Semiparametric Estimators for Functional Measurement Error Models
Author(s): Yuhang Xu*+
Companies: University of Georgia
Address: 111 College Station Re., Athens, GA, 30605, United States
Keywords: Efficient score ; Measurement error ; Semiparametric methods
Abstract:

We proposed a type of semiparametric estimators for general functional measurement error models. The estimators are obtained from estimating equations that are based on the semiparametric efficient score derived under misspecification of the distribution of the 'measured with error' covariates and/or measurement error models. Such estimators are shown to be consistent and asymptotically normal even under misspecification and are semiparametric efficient under the truth. The methods are illustrated with a simulation study of a quadratic regression model with measurement error.


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