Estimation and Variable Selection under the Function-on-scalar Linear Model with Covariate Measurement Error
Yifan Sun,
Grace Y. Yi
Abstract:Function-on-scalar linear regression has been widely used to model the relationship between a functional response and multiple scalar covariates. Its utility is, however, challenged by the presence of measurement error, a ubiquitous feature in applications. Naively applying usual function-on-scalar linear regression to error-contaminated data often yields biased inference results. Further, estimation of the model parameters is complicated by the presence of inactive variables, especially when handling data wit… Show more
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