Debiased inference in error-in-variable problems with non-Gaussian measurement error
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866909601517010944 |
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| author | Woolsey, Nicholas W. Huang, Xianzheng |
| author_facet | Woolsey, Nicholas W. Huang, Xianzheng |
| contents | We consider drawing statistical inferences based on data subject to non-Gaussian measurement error. Unlike most existing methods developed under the assumption of Gaussian measurement error, the proposed strategy exploits hypercomplex numbers to reduce bias in naive estimation that ignores non-Gaussian measurement error. We apply this new method to several widely applicable parametric regression models with error-prone covariates, and kernel density estimation using error-contaminated data. The efficacy of this method in bias reduction is demonstrated in simulation studies and a real-life application in sports analytics. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2505_02754 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Debiased inference in error-in-variable problems with non-Gaussian measurement error Woolsey, Nicholas W. Huang, Xianzheng Methodology Primary 62G08, 62J02, secondary 62F12 We consider drawing statistical inferences based on data subject to non-Gaussian measurement error. Unlike most existing methods developed under the assumption of Gaussian measurement error, the proposed strategy exploits hypercomplex numbers to reduce bias in naive estimation that ignores non-Gaussian measurement error. We apply this new method to several widely applicable parametric regression models with error-prone covariates, and kernel density estimation using error-contaminated data. The efficacy of this method in bias reduction is demonstrated in simulation studies and a real-life application in sports analytics. |
| title | Debiased inference in error-in-variable problems with non-Gaussian measurement error |
| topic | Methodology Primary 62G08, 62J02, secondary 62F12 |
| url | https://arxiv.org/abs/2505.02754 |