hdme: High-Dimensional Regression with Measurement Error
نویسندگان
چکیده
منابع مشابه
Quantile Regression With Measurement Error.
Regression quantiles can be substantially biased when the covariates are measured with error. In this paper we propose a new method that produces consistent linear quantile estimation in the presence of covariate measurement error. The method corrects the measurement error induced bias by constructing joint estimating equations that simultaneously hold for all the quantile levels. An iterative ...
متن کاملPolynomial regression with normal covariate measurement error
This paper derives the exact functional form of an error contaminated regression function when the error free regression is a polynomial function of error free covariates (discrete or continuous) which are contaminated by normally distributed measurement error, with coe¢cients which may be arbitrary functions of error free covariates. The form of higher order central moment error contaminated r...
متن کاملMethods for regression analysis in high-dimensional data
By evolving science, knowledge and technology, new and precise methods for measuring, collecting and recording information have been innovated, which have resulted in the appearance and development of high-dimensional data. The high-dimensional data set, i.e., a data set in which the number of explanatory variables is much larger than the number of observations, cannot be easily analyzed by ...
متن کاملRandom measurement error and regression dilution bias.
Department of Obstetrics & Gynaecology, University of British Columbia, Vancouver, Canada Department of Epidemiology, Biostatistics, and Occupational Health, McGill University, Purvis Hall, 1020 Avenue des Pins Ouest, Montreal QC, Canada H3A 1A2 Institute of Social and Preventive Medicine (IUMSP), University Hospital Centre and University of Lausanne, Lausanne, Switzerland Correspondence to: J ...
متن کاملRestricted regression estimation in measurement error models
The problem of consistent estimation of the regression coefficients when some prior information about the regression coefficients is available is considered. Such prior information is expressed in the form of exact linear restrictions. The knowledge of covariance matrix of measurement errors that is associated with explanatory variables is used to construct the consistent estimators. Some consi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Open Source Software
سال: 2019
ISSN: 2475-9066
DOI: 10.21105/joss.01404