REGRESSIONS WITH BERKSON ERRORS IN COVARIATES-A NONPARAMETRIC APPROACH

• 成果类型: Article
• 署名作者: Schennach, Susanne M.
• 署名单位: Brown University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/13-AOS1122
• 发表日期: 2013
• 页码: 1642-1668
• 关键词: instrumental variable estimation; particulate air-pollution; IN-VARIABLES; nonlinear models; identification; mortality

摘要

This paper establishes that so-called instrumental variables enable the identification and the estimation of a fully nonparametric regression model with Berkson-type measurement error in the regressors. An estimator is proposed and proven to be consistent. Its practical performance and feasibility are investigated via Monte Carlo simulations as well as through an epidemiological application investigating the effect of particulate air pollution on respiratory health. These examples illustrate that Berkson errors can clearly not be neglected in nonlinear regression models and that the proposed method represents an effective remedy.