SIMEX estimation in parametric modal regression with measurement error

Jianhong Shi, Yujing Zhang, Ping Yu and Weixing Song

Computational Statistics & Data Analysis, 2021, vol. 157, issue C

Abstract: A simulation–extrapolation procedure has been developed for estimating the regression coefficients in a class of parametric modal regression models when the covariates are prone to measurement errors. Large sample properties of the proposed estimator, including the consistency and asymptotic normality, have been thoroughly investigated. Simulation studies and real data applications have been conducted to evaluate its robustness to potential outliers and its effectiveness in reducing bias caused by the measurement error.

Keywords: Parametric modal regression; Measurement error; Simulation and extrapolation; Robustness (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302498

DOI: 10.1016/j.csda.2020.107158

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