Partial linear additive distortion measurement errors models

Abstract

We consider partial linear regression models when all the variables are measured with additive distortion measurement errors. To eliminate the effect caused by the distortion, we propose the conditional mean calibration to obtain calibrated variables. A profile least squares estimator for the parameter is obtained, associated with its normal approximation based and empirical likelihood based confidence intervals. For the hypothesis testing on parameters, a restricted estimator under the null hypothesis and a test statistic are proposed. A smoothly clipped absolute deviation penalty is employed to select the relevant variables. The resulting penalized estimators are shown to be asymptotically normal and have the oracle property. Lastly, a score-type test statistic is then proposed for checking the validity of partial linear models. Simulation studies demonstrate the performance of our proposed procedure and a real example is analyzed as illustrate its practical usage.