We investigate the effects of measurement error on the estimation of nonparametric variance functions. We show that either ignoring measurement error or direct application of the simulation extrapolation, SIMEX, method leads to inconsistent estimators. Nevertheless, the direct SIMEX method can...

Covariate measurement error and missing responses are typical features in longitudinal data analysis. There has been extensive research on either covariate measurement error or missing responses, but relatively little work has been done to address both simultaneously. In this paper, we propose a...

We propose a multiple imputation estimator for parameter estimation in a quantile regression model when some covariates are missing at random. The estimation procedure fully utilizes the entire dataset to achieve increased efficiency, and the resulting coefficient estimators are root-n...