Zhang Mengli, Xue Lan, Tekwe Carmen D, Bai Yang, Qu Annie
Shanghai University of Finance and Economics.
Oregon State University.
Stat Sin. 2023 Jul;33(3):2257-2280. doi: 10.5705/ss.202021.0246.
Ignoring measurement errors in conventional regression analyses can lead to biased estimation and inference results. Reducing such bias is challenging when the error-prone covariate is a functional curve. In this paper, we propose a new corrected loss function for a partially functional linear quantile model with function-valued measurement errors. We establish the asymptotic properties of both the functional coefficient and the parametric coefficient estimators. We also demonstrate the finite-sample performance of the proposed method using simulation studies, and illustrate its advantages by applying it to data from a children obesity study.
在传统回归分析中忽略测量误差可能会导致有偏估计和推断结果。当易出错的协变量是一条函数曲线时,减少这种偏差具有挑战性。在本文中,我们针对具有函数值测量误差的部分函数线性分位数模型提出了一种新的校正损失函数。我们建立了函数系数和参数系数估计量的渐近性质。我们还通过模拟研究展示了所提出方法的有限样本性能,并将其应用于儿童肥胖研究的数据来说明其优势。