2008
DOI: 10.1016/j.jspi.2007.05.048
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Regression model checking with Berkson measurement errors

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Cited by 19 publications
(8 citation statements)
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“…In this regard, one alternative approach could have been the development of "errors-in-variables" models that explicitly accommodate the uncertainty of the predictor variables, assuming that complete characterization of the associated error is feasible. 26 …”
Section: ■ Materials and Methodsmentioning
confidence: 99%
“…In this regard, one alternative approach could have been the development of "errors-in-variables" models that explicitly accommodate the uncertainty of the predictor variables, assuming that complete characterization of the associated error is feasible. 26 …”
Section: ■ Materials and Methodsmentioning
confidence: 99%
“…As a consequence, it is hard to determine the critical values used for testing. The same phenomena occur in the lack-of-fit test in classical regression models and measurement error models, see STZ, Koul and Song (2008) and the references therein.…”
Section: Test Statisticmentioning
confidence: 61%
“…To construct a distribution-free test statistic, STZ, Koul and Song (2008) applied the so-called Khamaladze type transformation on the test statistics. This transformation was first considered by Khamaladze (1981Khamaladze ( ,1988, and soon became a powerful tool for constructing distribution-free test statistics.…”
Section: Test Statisticmentioning
confidence: 99%
“…The MD estimatorsθ n have the same property. Koul and Song [16] discussed a similar question in the regression model with Berkson measurement error, but their argument also applies to the current set-up. So, without loss of generality, we assume now that the estimatorsβ n and the MD estimatorθ n used in the test statistic satisfy…”
Section: Consistencymentioning
confidence: 93%