Calibrated Equilibrium Estimation and Double Selection for High-dimensional Partially Linear Measurement Error Models
高维部分线性测量误差模型的校准均衡估计与双重选择
In practice, measurement error data is frequently encountered and needs to be handled appropriately. As a result of additional bias induced by measurement error, many existing estimation methods fail to achieve satisfactory performances. This paper studies high-dimensional partially linear measurement error models. It proposes a calibrated equilibrium (CARE) estimation method to calibrate the bias caused by measurement error and overcomes the technical difficulty of the…