Statistical estimation for partially linear error-in-variable models with error-prone covariates

ABSTRACT Motivated by a heart disease data, we propose a new partially linear error-in-variable models with error-prone covariates, in which mismeasured covariate appears in the noparametric part and the covariates in the parametric part are not observed, but ancillary variables are available. In this case, we first calibrate the linear covariates, and then use the least-square method and the local linear method to estimate parametric and nonparametric components. Also, under certain conditions the asymptotic distributions of proposed estimates are obtained. Simulated and real examples are conducted to illustrate our proposed methodology.

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