A Parametric Bootstrap Approach for a One-Way Error Component Regression Model with Measurement Errors

Author:

Yue Lili1ORCID,Shi Jianhong2,Luo Jingxuan3,Lin Jinguan1

Affiliation:

1. School of Statistics and Data Science, Nanjing Audit University, Nanjing 211815, China

2. School of Mathematics and Computer Science, Shanxi Normal University, Taiyuan 030032, China

3. School of Statistics, Beijing Normal University, Beijing 100875, China

Abstract

In this paper, a one-way error component regression model with measurement errors is considered. The unknown parameter vector is estimated by using the bias-corrected method, and its corresponding asymptotic properties are also developed. For the hypothesis testing problem of the vector of the coefficient parameter in the model, a parametric bootstrap (PB) method is proposed. Under various sample sizes and parameter configurations, the effectiveness of our proposed PB test method is discussed by using some numerical simulations and a real data analysis.

Funder

National Natural Science Foundation of China

National Social Science Foundation of China

Publisher

MDPI AG

Subject

General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)

Reference25 articles.

1. Baltagi, B.H. (2008). Econometric Analysis of Panel Data, John Wiley & Sons.

2. Nonparametric function estimation for clustered data when the predictor is measured without/with Error;Lin;J. Am. Stat. Assoc.,2000

3. Carroll, R.J., Ruppert, D., Stefanski, L.A., and Crainiceanu, C.M. (2006). Measurement Error in Nonlinear Models: A Modern Perspective, Chapman & Hall/CRC.

4. Li, G.R., Zhang, J., and Feng, S.Y. (2016). Modern Measurement Error Models, Science Press.

5. Estimation of varying coefficient models with measurement error;Dong;J. Econom.,2022

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