Estimation of Nonparametric Regression Models with Measurement Error Using Validation Data

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DOI: 10.4236/am.2017.810106    866 Downloads   1,734 Views  
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ABSTRACT

We consider the problem of estimating a function g in nonparametric regression model when only some of covariates are measured with errors with the assistance of validation data. Without specifying any error model structure between the surrogate and true covariables, we propose an estimator which integrates orthogonal series estimation and truncated series approximation method. Under general regularity conditions, we get the convergence rate of this estimator. Simulations demonstrate the finite-sample properties of the new estimator.

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Liu, F. and Yin, Z. (2017) Estimation of Nonparametric Regression Models with Measurement Error Using Validation Data. Applied Mathematics, 8, 1454-1463. doi: 10.4236/am.2017.810106.

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