TITLE:
Estimation of Nonparametric Multiple Regression Measurement Error Models with Validation Data
AUTHORS:
Zanhua Yin, Fang Liu
KEYWORDS:
Ill-Posed Inverse Problem, Linear Operator, Measurement Errors, Nonparametric Regression, Validation Data
JOURNAL NAME:
Open Journal of Statistics,
Vol.5 No.7,
December
30,
2015
ABSTRACT: 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.