Estimation of nonparametric regression models with a mixture of Berkson and classical errors

Zanhua Yin, Wei Gao, Man-Lai Tang and Guo-Liang Tian

Statistics & Probability Letters, 2013, vol. 83, issue 4, 1151-1162

Abstract: We consider the estimation of nonparametric regression models with the explanatory variable being measured with Berkson errors or with a mixture of Berkson and classical errors. By constructing a compact operator, the regression function is the solution of an ill-posed inverse problem, and we propose an estimation procedure based on Tikhonov regularization. Under mild conditions, the convergence rate of proposed estimator is derived. The finite-sample properties of the estimator are investigated through simulation studies.

Keywords: Berkson error; Classical error; Ill-posed problem; Non-parametric regression (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2013.01.013

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