A relative error estimation approach for single index model Article Swipe
Zhanfeng Wang
,
Zimu Chen
,
Yaohua Wu
·
YOU?
·
· 2016
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.1609.01553
YOU?
·
· 2016
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.1609.01553
A product relative error estimation method for single index regression model is proposed as an alternative to absolute error methods, such as the least square estimation and the least absolute deviation estimation. It is scale invariant for outcome and covariates in the model. Regression coefficients are estimated via a two-stage procedure and their statistical properties such as consistency and normality are studied. Numerical studies including simulation and a body fat example show that the proposed method performs well.
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Concepts
Metadata
- Type
- preprint
- Language
- en
- Landing Page
- http://arxiv.org/abs/1609.01553
- https://arxiv.org/pdf/1609.01553
- OA Status
- green
- Cited By
- 4
- References
- 14
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W2509413621
All OpenAlex metadata
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- OpenAlex ID
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https://openalex.org/W2509413621Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.48550/arxiv.1609.01553Digital Object Identifier
- Title
-
A relative error estimation approach for single index modelWork title
- Type
-
preprintOpenAlex work type
- Language
-
enPrimary language
- Publication year
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2016Year of publication
- Publication date
-
2016-09-06Full publication date if available
- Authors
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Zhanfeng Wang, Zimu Chen, Yaohua WuList of authors in order
- Landing page
-
https://arxiv.org/abs/1609.01553Publisher landing page
- PDF URL
-
https://arxiv.org/pdf/1609.01553Direct link to full text PDF
- Open access
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YesWhether a free full text is available
- OA status
-
greenOpen access status per OpenAlex
- OA URL
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https://arxiv.org/pdf/1609.01553Direct OA link when available
- Concepts
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Statistics, Mathematics, Least absolute deviations, Consistency (knowledge bases), Covariate, Approximation error, Mean squared error, Regression analysis, Estimation, Index (typography), Regression, Applied mathematics, Computer science, World Wide Web, Geometry, Management, EconomicsTop concepts (fields/topics) attached by OpenAlex
- Cited by
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4Total citation count in OpenAlex
- Citations by year (recent)
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2019: 1, 2018: 1, 2017: 1, 2016: 1Per-year citation counts (last 5 years)
- References (count)
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14Number of works referenced by this work
- Related works (count)
-
10Other works algorithmically related by OpenAlex
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