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Average derivation estimation with multiplicative distortion measurement errors

  • Zhenghui Feng
  • , Jun Zhang*
  • , Baojun Yang
  • *Corresponding author for this work
  • Xiamen University
  • Shenzhen University

Research output: Contribution to journalArticlepeer-review

Abstract

We consider the average derivation estimation when neither the response variable nor the covariates can be directly observed, but are measured with multiplicative distortion measurement errors. Three calibration procedures with several estimation methods are used to estimate the average derivation, namely, conditional mean calibration, conditional absolute mean calibration and conditional variance calibration. The asymptotic properties for the estimators are established. Monte Carlo simulation experiments are conducted to examine the performance of the proposed estimators.

Original languageEnglish
Pages (from-to)30-61
Number of pages32
JournalCommunications in Statistics Part B: Simulation and Computation
Volume53
Issue number1
DOIs
StatePublished - 2024
Externally publishedYes

Keywords

  • Calibration
  • Kernel smoothing
  • Multiplicative distortion measurement errors

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