Cheng Chi-Lun, Tsai Jia-Ren, Schneeweiss Hans
1 Institute of Statistical Science, Academia Sinica, Taiwan, Republic of China.
2 Department of Statistics and Information Science, Fu Jen Catholic University, Taiwan, Republic of China.
Stat Methods Med Res. 2019 Sep;28(9):2681-2696. doi: 10.1177/0962280218782715. Epub 2018 Jul 10.
This article investigates point estimation and hypothesis testing in a polynomial regression model with heteroscedastic measurement errors present in both response and regressor variables. For point estimation, the adjusted least squares method and its modifications are developed. These methods can treat both functional and structural models, and models with or without an equation error. For hypothesis testing, the Wald-type and score-type tests are discussed. Their performance is investigated in a simulation study. Applications of these methods are also illustrated with real datasets.
