An alternative local polynomial estimator for the error-in-variables problem

DOI10.1080/10485252.2017.1303060zbMATH Open1369.62065arXiv1701.06105OpenAlexW2580492832MaRDI QIDQ5266566FDOQ5266566

Haiming Zhou, Xianzheng Huang

Publication date: 16 June 2017

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Abstract: We consider the problem of estimating a regression function when a covariate is measured with error. Using the local polynomial estimator of Delaigle, Fan, and Carroll (2009) as a benchmark, we propose an alternative way of solving the problem without transforming the kernel function. The asymptotic properties of the alternative estimator are rigorously studied. A detailed implementing algorithm and a computationally efficient bandwidth selection procedure are also provided. The proposed estimator is compared with the existing local polynomial estimator via extensive simulations and an application to the motorcycle crash data. The results show that the new estimator can be less biased than the existing estimator and is numerically more stable.

Full work available at URL: https://arxiv.org/abs/1701.06105

zbMATH Keywords

Fourier transformmeasurement errorconvolutiondeconvolutionmotorcycle

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited In (3)

• A mixed model approach to measurement error in semiparametric regression
• Conditional density estimation with covariate measurement error
• Non-parametric regression among factor scores: motivation and diagnostics for nonlinear structural equation models

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