A relative error estimation approach for multiplicative single index model

作者：Wang, Zhanfeng^*; Chen, Zimu; Wu, Yaohua

来源：Journal of Systems Science and Complexity, 2017, 30(5): 1160-1172.

DOI：10.1007/s11424-017-5309-3

• Asymptotic properties
• least product relative error
• relative errors
• single index model

As an alternative to absolute error methods, such as the least square and least absolute deviation estimations, a product relative error estimation is proposed for a multiplicative single index regression model. Regression coefficients in the model 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.

• 出版日期2017-10
• 单位中国科学技术大学