Estimation and inference of error-prone covariate effect in the presence of confounding variables. Academic Article

abstract

• We introduce a general single index semiparametric measurement error model for the case that the main covariate of interest is measured with error and modeled parametrically, and where there are many other variables also important to the modeling. We propose a semiparametric bias-correction approach to estimate the effect of the covariate of interest. The resultant estimators are shown to be root-n consistent, asymptotically normal and locally efficient. Comprehensive simulations and an analysis of an empirical data set are performed to demonstrate the finite sample performance and the bias reduction of the locally efficient estimators.

authors

• Carroll, Raymond

published proceedings

• Electron J Stat

author list (cited authors)

• Liu, J., Ma, Y., Zhu, L., & Carroll, R. J.

citation count

• 4

complete list of authors

• Liu, Jianxuan||Ma, Yanyuan||Zhu, Liping||Carroll, Raymond J

publication date

• March 2017

publisher

• Institute of Mathematical Statistics  Publisher

published in

• Electronic Journal of Statistics  Journal

keywords

• Confounding Effect
• Measurement Error
• Primary Effect
• Semiparametric Efficiency
• Single Index Model

PubMed Central ID

• 28983388

Digital Object Identifier (DOI)

• 10.1214/17-EJS1242

start page

• 480

end page

• 501

volume

• 11

issue

• 1

URL

• http%3A%2F%2Fdx.doi.org%2F10.1214%2F17-ejs1242