Regressions with Berkson errors in covariates -- a nonparametric approach
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Abstract: This paper establishes that so-called instrumental variables enable the identification and the estimation of a fully nonparametric regression model with Berkson-type measurement error in the regressors. An estimator is proposed and proven to be consistent. Its practical performance and feasibility are investigated via Monte Carlo simulations as well as through an epidemiological application investigating the effect of particulate air pollution on respiratory health. These examples illustrate that Berkson errors can clearly not be neglected in nonlinear regression models and that the proposed method represents an effective remedy.
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Cited in
(23)- Estimation of nonparametric regression models with a mixture of Berkson and classical errors
- Estimation of nonlinear models with Berkson measurement errors
- Minimum distance partial linear regression model checking with Berkson measurement errors
- Identification of mixture models using support variations
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