Regressions with Berkson errors in covariates -- a nonparametric approach

DOI10.1214/13-AOS1122zbMATH Open1292.62061arXiv1308.2836MaRDI QIDQ367002FDOQ367002

Authors: Susanne M. Schennach 

Publication date: 25 September 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1308.2836

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zbMATH Keywords

instrumental variablesnonparametric inferencenonparametric maximum likelihooderrors in variablesBerkson measurement error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99)

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Cited In (23)

• Consistent estimation approach to tackling collinearity and Berkson-type measurement error in linear regression using adjusted Wald-type estimator
• Title not available (Why is that?)
• Minimum distance partial linear regression model checking with Berkson measurement errors
• Regressions with Berkson errors in covariates -- a nonparametric approach
• Estimation of nonparametric regression models with a mixture of Berkson and classical errors
• Performance of Wald-type estimator for parametric component in partial linear regression with a mixture of Berkson and classical error models
• On Errors-in-Variables in Binary Regression-Berkson Case
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