Estimation and inference of error-prone covariate effect in the presence of confounding variables

Jianxuan Liu, Yanyuan Ma, Liping Zhu, Raymond J. Carroll

Research output: Contribution to journalArticle

3 Scopus citations


We introduce a general single index semiparametric measurement error model for the case that the main covariate of interest is measured with error and modeled parametrically, and where there are many other variables also important to the modeling. We propose a semiparametric bias-correction approach to estimate the effect of the covariate of interest. The resultant estimators are shown to be root-n consistent, asymptotically normal and locally efficient. Comprehensive simulations and an analysis of an empirical data set are performed to demonstrate the finite sample performance and the bias reduction of the locally efficient estimators.

Original languageEnglish (US)
Pages (from-to)480-501
Number of pages22
JournalElectronic Journal of Statistics
Issue number1
StatePublished - Jan 1 2017


All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this