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Nonparametric regression function estimation with surrogate data and validation sampling

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  • Wang, Qihua

Abstract

This paper develops estimation approaches for nonparametric regression analysis with surrogate data and validation sampling when response variables are measured with errors. Without assuming any error model structure between the true responses and the surrogate variables, a regression calibration kernel regression estimate is defined with the help of validation data. The proposed estimator is proved to be asymptotically normal and the convergence rate is also derived. A simulation study is conducted to compare the proposed estimators with the standard Nadaraya-Watson estimators with the true observations in the validation data set and the complete observations, respectively. The Nadaraya-Watson estimator with the complete observations can serve as a gold standard, even though it is practically unachievable because of the measurement errors.

Suggested Citation

  • Wang, Qihua, 2006. "Nonparametric regression function estimation with surrogate data and validation sampling," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1142-1161, May.
    • Handle: RePEc:eee:jmvana:v:97:y:2006:i:5:p:1142-1161
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    References listed on IDEAS

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    1. Qihua Wang, 2002. "Empirical likelihood-based inference in linear errors-in-covariables models with validation data," Biometrika, Biometrika Trust, vol. 89(2), pages 345-358, June.
    2. Wang, Qihua, 2000. "Estimation of Linear Error-in-Covariables Models with Validation Data Under Random Censorship," Journal of Multivariate Analysis, Elsevier, vol. 74(2), pages 245-266, August.
    3. Yi‐Hau Chen, 2002. "Cox regression in cohort studies with validation sampling," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(1), pages 51-62, January.
    4. Wang, Qihua, 2003. "Dimension reduction in partly linear error-in-response models with validation data," Journal of Multivariate Analysis, Elsevier, vol. 85(2), pages 234-252, May.
    5. Wang, Qihua, 1999. "Estimation of Partial Linear Error-in-Variables Models with Validation Data," Journal of Multivariate Analysis, Elsevier, vol. 69(1), pages 30-64, April.
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    Cited by:

    1. Wang, Qihua & Zhang, Riquan, 2009. "Statistical estimation in varying coefficient models with surrogate data and validation sampling," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2389-2405, November.

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