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In various applications of regression analysis, in addition to errors in the dependent observations also errors in the predictor variables play a substantial role and need to be incorporated in the statistical modeling process. In this…

Statistics Theory · Mathematics 2020-09-03 Katharina Proksch , Nicolai Bissantz , Hajo Holzmann

Combining several independent measurements of the same physical quantity is one of the most important tasks in metrology. Small samples, biased input estimates, not always adequate reported uncertainties, and unknown error distribution make…

Data Analysis, Statistics and Probability · Physics 2026-04-22 Zinovy Malkin

The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal…

Methodology · Statistics 2017-03-14 Fani Tsapeli , Peter Tino , Mirco Musolesi

An important challenge in statistical analysis lies in controlling the bias of estimators due to the ever-increasing data size and model complexity. Approximate numerical methods and data features like censoring and misclassification often…

Statistics Theory · Mathematics 2020-11-17 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser , Yuming Zhang

In many applications of regression discontinuity designs, the running variable used by the administrator to assign treatment is only observed with error. We show that, provided the observed running variable (i) correctly classifies the…

Econometrics · Economics 2023-08-11 Yingying Dong , Michal Kolesár

Measurement error in a covariate or the outcome of regression models is common, but is often ignored, even though measurement error can lead to substantial bias in the estimated covariate-outcome association. While several texts on…

Methodology · Statistics 2021-02-10 Linda Nab , Maarten van Smeden , Ruth H. Keogh , Rolf H. H. Groenwold

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

The bias of an estimator is defined as the difference of its expected value from the parameter to be estimated, where the expectation is with respect to the model. Loosely speaking, small bias reflects the desire that if an experiment is…

Methodology · Statistics 2018-02-16 Ioannis Kosmidis

In epidemiology, obtaining accurate individual exposure measurements can be costly and challenging. Thus, these measurements are often subject to error. Regression calibration with a validation study is widely employed as a study design and…

Methodology · Statistics 2026-02-24 Zexiang Li , Donna Spiegelman , Molin Wang , Zuoheng Wang , Xin Zhou

We generalize the na\"ive estimator of a Poisson regression model with measurement errors as discussed in Kukush et al. [1]. The explanatory variable is not always normally distributed as they assume. In this study, we assume that the…

Statistics Theory · Mathematics 2022-05-12 Kentarou Wada , Takeshi Kurosawa

This paper addresses the problem of measurement errors in causal inference and highlights several algebraic and graphical methods for eliminating systematic bias induced by such errors. In particulars, the paper discusses the control of…

Methodology · Statistics 2012-03-19 Judea Pearl

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

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…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang

This article reviews bias-correction models for measurement error of exposure variables in the field of nutritional epidemiology. Measurement error usually attenuates estimated slope towards zero. Due to the influence of measurement error,…

Methodology · Statistics 2020-07-14 Huimin Peng

The era of big data has witnessed an increasing availability of multiple data sources for statistical analyses. We consider estimation of causal effects combining big main data with unmeasured confounders and smaller validation data with…

Methodology · Statistics 2021-08-24 Shu Yang , Peng Ding

The application of machine learning to physics problems is widely found in the scientific literature. Both regression and classification problems are addressed by a large array of techniques that involve learning algorithms. Unfortunately,…

Machine Learning · Computer Science 2022-10-03 Umberto Michelucci , Francesca Venturini

When studying the causal effect of $x$ on $y$, researchers may conduct regression and report a confidence interval for the slope coefficient $\beta_{x}$. This common confidence interval provides an assessment of uncertainty from sampling…

Methodology · Statistics 2019-08-26 Brian Knaeble , Braxton Osting , Mark Abramson

A method is discussed that allows combining sets of differential or inclusive measurements. It is assumed that at least one measurement was obtained with simultaneously fitting a set of nuisance parameters, representing sources of…

Data Analysis, Statistics and Probability · Physics 2018-01-09 Jan Kieseler

The present paper discusses the problem of estimating the finite population mean of study variable in simple random sampling in the presence of non response and response error together. The estimators in this article use auxiliary…

Methodology · Statistics 2014-04-08 Prayas Sharma , Rajesh Singh

In this paper, we propose a novel approach to detect heteroskedasticity in regression models with regressors contaminated by measurement error. Specifically, inspired by the integrated conditional moment (ICM) approach, we construct test…

Econometrics · Economics 2026-05-20 Xiaojun Song , Jichao Yuan