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Regression evaluation has been performed for decades. Some metrics have been identified to be robust against shifting and scaling of the data but considering the different distributions of data is much more difficult to address (imbalance…

Machine Learning · Computer Science 2020-09-14 Mario Michael Krell , Bilal Wehbe

Linear regression with measurement error in the covariates is a heavily studied topic, however, the statistics/econometrics literature is almost silent to estimating a multi-equation model with measurement error. This paper considers a…

Methodology · Statistics 2020-06-15 Georges Bresson , Anoop Chaturvedi , Mohammad Arshad Rahman , Shalabh

This study introduces a debiasing method for regression estimators, including high-dimensional and nonparametric regression estimators. For example, nonparametric regression methods allow for the estimation of regression functions in a…

Machine Learning · Statistics 2024-11-27 Masahiro Kato

Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which…

Methodology · Statistics 2017-12-27 Xin Chen , Xuejun Ma , Wang Zhou

This paper deals with the problem of estimating a slope parameter in a simple linear regression model, where independent variables have functional measurement errors. Measurement errors in independent variables, as is well known, cause…

Statistics Theory · Mathematics 2018-04-10 Hisayuki Tsukuma

I discuss the effects of measurement error on regression and density estimation. I review the statistical methods that have been developed to correct for measurement error that are most popular in astronomical data analysis, discussing…

Instrumentation and Methods for Astrophysics · Physics 2011-12-09 Brandon C. Kelly

We study uniform consistency in nonparametric mixture models as well as closely related mixture of regression (also known as mixed regression) models, where the regression functions are allowed to be nonparametric and the error…

Statistics Theory · Mathematics 2022-12-29 Bryon Aragam , Ruiyi Yang

The generalised linear model (GLM) is a very important tool for analysing real data in biology, sociology, agriculture, engineering and many other application domain where the relationship between the response and explanatory variables may…

Methodology · Statistics 2016-07-04 Abhik Ghosh , Ayanendranath Basu

In the classic measurement error framework, covariates are contaminated by independent additive noise. This paper considers parameter estimation in such a linear errors-in-variables model where the unknown measurement error distribution is…

Methodology · Statistics 2023-10-24 Linh H. Nghiem , Cornelis J. Potgieter

This paper develops semiparametric methods for estimation and inference of widely used inequality measures when survey data are subject to nonignorable nonresponse, a challenging setting in which response probabilities depend on the…

Econometrics · Economics 2026-01-16 Xinyu Wang , Chunlin Wang , Tao Yu , Pengfei Li

In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…

Methodology · Statistics 2018-11-06 Yanyuan Ma , Shaoli Wang , Lin Xu , Weixin Yao

Response-biased sampling, in which samples are drawn from a popula- tion according to the values of the response variable, is common in biomedical, epidemiological, economic and social studies. In particular, the complete obser- vations in…

Methodology · Statistics 2016-10-31 Kani Chen , Yuanyuan Lin , Yuan Yao , Chaoxu Zhou

We consider a framework for determining and estimating the conditional pairwise relationships of variables when the observed samples are contaminated with measurement error in high dimensional settings. Assuming the true underlying…

Methodology · Statistics 2019-07-05 Michael Byrd , Linh Nghiem , Monnie McGee

We study the problem of identifying change points in high-dimensional generalized linear models, and propose an approach based on sample-weighted empirical risk minimization. Our method, Weighted ERM, encodes priors on the change points via…

Methodology · Statistics 2026-04-14 Gabriel Arpino , Ramji Venkataramanan

Parameter estimation in linear errors-in-variables models typically requires that the measurement error distribution be known (or estimable from replicate data). A generalized method of moments approach can be used to estimate model…

Methodology · Statistics 2018-12-04 Linh Nghiem , Michael Byrd , Cornelis Potgieter

This paper develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent process. Use of generalized linear model (GLM) estimating…

Statistics Theory · Mathematics 2016-06-06 W. T. M. Dunsmuir , J. Y. He

Measurement error is a pervasive challenge across many disciplines, yet its impact on sample size determination and the accuracy and precision of estimators regarding the association between an exposure and an outcome remains understudied…

Methodology · Statistics 2025-05-27 Honghyok Kim

Physical modeling of robotic system behavior is the foundation for controlling many robotic mechanisms to a satisfactory degree. Mechanisms are also typically designed in a way that good model accuracy can be achieved with relatively simple…

Machine Learning · Statistics 2019-07-01 Sebastian Riedel , Freek Stulp

Measurement error arises commonly in clinical research settings that rely on data from electronic health records or large observational cohorts. In particular, self-reported outcomes are typical in cohort studies for chronic diseases such…

Methodology · Statistics 2021-02-08 Lillian A. Boe , Lesley F. Tinker , Pamela A. Shaw

Identification in errors-in-variables regression models was recently extended to wide models classes by S. Schennach (Econometrica, 2007) (S) via use of generalized functions. In this paper the problems of non- and semi- parametric…

Methodology · Statistics 2009-09-30 Victoria Zinde-Walsh