In this article we study the estimation method of nonparametric regression measurement error model based on a validation data. The estimation procedures are based on orthogonal series estimation and truncated series a...In this article we study the estimation method of nonparametric regression measurement error model based on a validation data. The estimation procedures are based on orthogonal series estimation and truncated series approximation methods without specifying any structure equation and the distribution assumption. The convergence rates of the proposed estimator are derived. By example and through simulation, the method is robust against the misspecification of a measurement error model.展开更多
In this article, we develop estimation approaches for nonparametric multiple regression measurement error models when both independent validation data on covariables and primary data on the response variable and surro...In this article, we develop estimation approaches for nonparametric multiple regression measurement error models when both independent validation data on covariables and primary data on the response variable and surrogate covariables are available. An estimator which integrates Fourier series estimation and truncated series approximation methods is derived without any error model structure assumption between the true covariables and surrogate variables. Most importantly, our proposed methodology can be readily extended to the case that only some of covariates are measured with errors with the assistance of validation data. Under mild conditions, we derive the convergence rates of the proposed estimators. The finite-sample properties of the estimators are investigated through simulation studies.展开更多
文摘In this article we study the estimation method of nonparametric regression measurement error model based on a validation data. The estimation procedures are based on orthogonal series estimation and truncated series approximation methods without specifying any structure equation and the distribution assumption. The convergence rates of the proposed estimator are derived. By example and through simulation, the method is robust against the misspecification of a measurement error model.
文摘In this article, we develop estimation approaches for nonparametric multiple regression measurement error models when both independent validation data on covariables and primary data on the response variable and surrogate covariables are available. An estimator which integrates Fourier series estimation and truncated series approximation methods is derived without any error model structure assumption between the true covariables and surrogate variables. Most importantly, our proposed methodology can be readily extended to the case that only some of covariates are measured with errors with the assistance of validation data. Under mild conditions, we derive the convergence rates of the proposed estimators. The finite-sample properties of the estimators are investigated through simulation studies.
