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Activity Number: 74
Type: Contributed
Date/Time: Sunday, August 9, 2015 : 4:00 PM to 5:50 PM
Sponsor: Section on Nonparametric Statistics
Abstract #314704 View Presentation
Title: An Alternative Local Polynomial Estimator for the Errors-in-Variables Problem
Author(s): Xianzheng Huang* and Haiming Zhou
Companies: University of South Carolina and University of South Carolina
Keywords: Convolution ; Deconvolution ; Fourier transform ; Measurement error
Abstract:

We consider the problem of estimating a regression function when a covariate is measured with error. Using the elegant solution to this problem provided by Delaigle, Fan, and Carroll (2009) as the benchmark method, we propose an alternative way to solve the problem without transforming the kernel function as done their work. We rigorously study the asymptotic properties of this alternative estimator, provide detailed algorithms for computing the estimate, as well as a computationally efficient bandwidth selection procedure. The finite sample performance of the proposed estimator is compared with that of the existing estimator via simulations.


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