Parametric Modal Regression with Error in Covariates
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2022
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| Accesso online: | |
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| _version_ | 1866910506833412096 |
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| author | Liu, Qingyang Huang, Xianzheng |
| author_facet | Liu, Qingyang Huang, Xianzheng |
| contents | An inference procedure is proposed to provide consistent estimators of parameters in a modal regression model with a covariate prone to measurement error. A score-based diagnostic tool exploiting parametric bootstrap is developed to assess adequacy of parametric assumptions imposed on the regression model. The proposed estimation method and diagnostic tool are applied to synthetic data generated from simulation experiments and data from real-world applications to demonstrate their implementation and performance. These empirical examples illustrate the importance of adequately accounting for measurement error in the error-prone covariate when inferring the association between a response and covariates based on a modal regression model that is especially suitable for skewed and heavy-tailed response data. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2212_01699 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Parametric Modal Regression with Error in Covariates Liu, Qingyang Huang, Xianzheng Methodology 62J05 An inference procedure is proposed to provide consistent estimators of parameters in a modal regression model with a covariate prone to measurement error. A score-based diagnostic tool exploiting parametric bootstrap is developed to assess adequacy of parametric assumptions imposed on the regression model. The proposed estimation method and diagnostic tool are applied to synthetic data generated from simulation experiments and data from real-world applications to demonstrate their implementation and performance. These empirical examples illustrate the importance of adequately accounting for measurement error in the error-prone covariate when inferring the association between a response and covariates based on a modal regression model that is especially suitable for skewed and heavy-tailed response data. |
| title | Parametric Modal Regression with Error in Covariates |
| topic | Methodology 62J05 |
| url | https://arxiv.org/abs/2212.01699 |