Inference in high dimensional linear measurement error models
This article develops statistical inference on the parameters associated with the error-prone covariates in the high dimensional linear model with a finite number of covariates measured with errors. A a new corrected decorrelated score test and a corresponding score type estimator are proposed. It is shown that the limiting distribution of the new corrected decorrelated score test statistic has a standard normal distribution under the null hypothesis and retains power under the local alternatives around zero. Asymptotic normality of the new proposed estimator is also proved, so that asymptotic confidence intervals can be constructed. The finite-sample performance of the proposed inference procedure is examined through simulation studies. An application to real data collected in a clinical trial designed to determine the long-term effects of different inhaled treatments for mild to moderate childhood asthma, where phenotypic information and genome-wide SNP data are accessible, is presented.
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- Statistical inference of restricted linear measurement error regression models
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models
- Statistical inference for linear regression models with additive distortion measurement errors
- Statistical inference for partially linear regression models with measurement errors
- A general theory of hypothesis tests and confidence regions for sparse high dimensional models
- CoCoLasso for high-dimensional error-in-variables regression
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
- Linear and conic programming estimators in high dimensional errors-in-variables models
- Measurement error in Lasso: impact and likelihood bias correction
- Measurement Error in Nonlinear Models
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates
- Semiparametric estimators of functional measurement error models with unknown error
- Sparse recovery under matrix uncertainty
- Support recovery without incoherence: a case for nonconvex regularization
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable selection in measurement error models
- Independence tests in the presence of measurement errors: an invariance law
- Test of significance for high-dimensional longitudinal data
- Inference on multiple correlation coefficients with moderately high dimensional data
- High-dimensional inference in misspecified linear models
- Inference in Error Orthogonal Models
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models
- Inference for high dimensional linear models with error-in-variables
- On high-dimensional Poisson models with measurement error: hypothesis testing for nonlinear nonconvex optimization
- Optimal decorrelated score subsampling for generalized linear models with massive data
- Low-rank matrix estimation via nonconvex optimization methods in multi-response errors-in-variables regression
- Optimal Poisson subsampling decorrelated score for high-dimensional generalized linear models
- Feature screening for high-dimensional data with measurement errors using adjusted martingale difference correlation
- Doubly debiased inference for high-dimensional mediation models with measurement error
- Optimal distributed subsampling for high-dimensional linear measurement error models via doubly bias-corrected score
- Distributed subsampling and quasi decorrelated score for cluster data: an application to Beijing multisite air quality
- Calibrated Equilibrium Estimation and Double Selection for High-dimensional Partially Linear Measurement Error Models
- Double debiased estimation and inference for longitudinal generalized linear models with hidden confounders
- Communication-efficient estimation and inference for high-dimensional longitudinal data
- Low-rank matrix estimation via nonconvex spectral regularized methods in errors-in-variables matrix regression
- Double-robust and heterogeneity-aware distributed Poisson subsampling for misspecified measurement error models
- Improved LASSO estimator in semiparametric linear measurement error models
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