Journal article

Nonparametric methods for solving the Berkson errors-in-variables problem

A Delaigle, P Hall, PH Qiu

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY | WILEY-BLACKWELL | Published : 2006

Abstract

It is common, in errors-in-variables problems in regression, to assume that the errors are incurred 'after the experiment', in that the observed value of the explanatory variable is an independent perturbation of its true value. However, if the errors are incurred 'before the experiment' then the true value of the explanatory variable equals a perturbation of its observed value. This is the context of the Berkson model, which is increasingly attracting attention in parametric and semiparametric settings. We introduce and discuss nonparametric techniques for analysing data that are generated by the Berkson model. Our approach permits both random and regularly spaced values of the target doses..

View full abstract

University of Melbourne Researchers