Showing 1 - 10 of 13
different methods of estimations are used. The first method is the SIMEX algorithm which attempts to estimate the bias, and … kernel regression context, we derive the limit distribution of the SIMEX estimate. With the regression spline technique, two …
Persistent link: https://www.econbiz.de/10010956490
In many problems one wants to model the relationship between a response Y and a covariate X. Sometimes it is difficult, expensive, or even impossible to observe X directly, but one can instead observe a substitute variable W which is easier to obtain. By far the most common model for the...
Persistent link: https://www.econbiz.de/10010956544
Couples from Western countries tend to delay their pregnancies, which may affect their ability to obtain a live birth. We assessed the association between male age and the risk of spontaneous abortion taking into account woman's age. We performed telephone interviews on a ross-sectional random...
Persistent link: https://www.econbiz.de/10010983494
Persistent link: https://www.econbiz.de/10010983699
We consider chi-squared type tests for testing the hypothesis H 0 that a density f of observations X1,..., Xn lies in a parametric class of densities F. We consider a version of chi-squared type test using kernel estimates for the density. The main result is, following Liero, Läuter and Konakov...
Persistent link: https://www.econbiz.de/10010983775
Motivated by an example in nutritional epidemiology, we investigate some design and analysis aspects of linear measurement error models with missing surrogate data. The specific problem investigated consists of an initial large sample in which the response (a food frequency questionnaire, FFQ)...
Persistent link: https://www.econbiz.de/10010956346
function. The same philosophy is used in estimating the bias of the nonparametric function, i.e., we use an empirical method … include local polynomial regression for generalized linear models, robust local regression, and local transformations in a …
Persistent link: https://www.econbiz.de/10010956402
Linear errors-in-covariables models are considered, assuming the availability of independent validation data on the covariables in addition to primary data on the response variable and surrogate covariables. We first develop an estimated empirical log-likelihood with the help of validation data...
Persistent link: https://www.econbiz.de/10010956427
In this paper we consider the polynomial regression model in the presence of multiplicative measurement error in the predictor. Consistent parameter estimates and their associated standard errors are derived. Two general methods are considered, with the methods differing in their assumptions...
Persistent link: https://www.econbiz.de/10010956460
Fan, Heckman and Wand (1995) proposed locally weighted kernel polynomial regression methods for generalized linear models and quasilikelihood functions. When the covariate variables are missing at random, we propose a weighted estimator based on the inverse selection probability weights....
Persistent link: https://www.econbiz.de/10010956555