The Annals of Statistics
- Ann. Statist.
- Volume 44, Number 5 (2016), 2190-2220.
Nonparametric covariate-adjusted regression
We consider nonparametric estimation of a regression curve when the data are observed with multiplicative distortion which depends on an observed confounding variable. We suggest several estimators, ranging from a relatively simple one that relies on restrictive assumptions usually made in the literature, to a sophisticated piecewise approach that involves reconstructing a smooth curve from an estimator of a constant multiple of its absolute value, and which can be applied in much more general scenarios. We show that, although our nonparametric estimators are constructed from predictors of the unobserved undistorted data, they have the same first-order asymptotic properties as the standard estimators that could be computed if the undistorted data were available. We illustrate the good numerical performance of our methods on both simulated and real datasets.
Ann. Statist. Volume 44, Number 5 (2016), 2190-2220.
Received: May 2015
Revised: November 2015
First available in Project Euclid: 12 September 2016
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Delaigle, Aurore; Hall, Peter; Zhou, Wen-Xin. Nonparametric covariate-adjusted regression. Ann. Statist. 44 (2016), no. 5, 2190--2220. doi:10.1214/16-AOS1442. https://projecteuclid.org/euclid.aos/1473685273
- Supplement to “Nonparametric covariate-adjusted regression”. This supplemental material contains more details for the implementation of the proposed estimators, additional simulation results as well as additional proofs omitted in the main text.