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Optimal subsampling for multiplicative linear measurement error models
DOI:10.1007/s11425-025-2535-9.png)
Abstract
En 中文
In the presence of covariates affected by measurement errors, we first propose the corrected least product relative error score (CLAPRES) function to mitigate the effects of measurement errors on parameter estimation in multiplicative regression models. This method is invariant under scale transformations of the positive response and the covariates. To address the challenge of massive datasets with measurement errors, we explore an optimal subsampling algorithm based on the CLAPRES method and derive the optimal subsampling probabilities under the A- and L-optimality criteria. The consistency and asymptotic normality of the subsampling CLAPRES estimators are established. Numerical studies demonstrate the effectiveness of the CLAPRES method.
Keywords:
CLAPRES
measurement errors
multiplicative regression model
optimal subsampling
Journal
S
IF:
1.5
Papers:
115
Citations:
0

