Asymptotic Normality in Varying-Coefficient Errors-in-Variables Models with Missing Response Variables

Abstract

This article is concerned with the estimation of a varying-coefficient regression model when the explanatory variables are measured with additive errors and the response variable is sometimes missing.Estimated coefficient function in complete observational data and interpolation data respectively, and all the proposed estimators for the coefficient function are proved to be asymptotic normality.Finally, a simulation study is conducted to compare the proposed estimators.