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In real estate valuation using the Hedonic Price Model (HPM) estimated via Ordinary Least Squares (OLS) regression, subjectivity and measurement errors in the independent variables violate the Gauss–Markov theorem assumption of a non-random coefficient matrix, leading to biased parameter estimates and incorrect precision assessments. In this contribution, the Errors-in-Variables model equipped with Total Least Squares (TLS) estimation is proposed to address these issues. It fully considers random errors in both dependent and independent variables. An iterative algorithm is provided, and posterior accuracy estimates are provided to validate its effectiveness. Monte Carlo simulations demonstrate that TLS provides more accurate solutions than OLS, significantly improving the root mean square error by over 70%. Empirical experiments on datasets from Boston and Wuhan further confirm the superior performance of TLS, which consistently yields a higher coefficient of determination and a lower posterior variance factor, which shows its more substantial explanatory power for the data. Moreover, TLS shows comparable or slightly superior performance in terms of prediction accuracy. These results make it a compelling and practical method to enhance the HPM. [ABSTRACT FROM AUTHOR]

Measurement errors are often encountered in several continuous variables in a data set, and various methods have been proposed to handle these measurement errors when they are supposed to be independent. Recently, Kekeç and Van Keilegom (Electron J Stat 16(1):1831–1854, 2022) considered bivariate classical measurement error models with correlated measurement errors, and estimated their variance matrix when no validation data nor auxiliary variables are available. However, in practice, one often observes more than two variables with correlated measurement errors. In this paper, we introduce a flexible and practical method to estimate the variance matrix of multivariate classical additive Gaussian measurement errors, without additional information. We show that the error variance matrix is identifiable under certain circumstances and introduce an estimation method of the variance matrix and of the multivariate density of the variables of interest by means of Bernstein polynomials. Asymptotic properties and finite sample characteristics of the proposed methodology are also examined. Furthermore, we consider in a simulation study a multiple linear regression model with measurement errors in multiple covariates, and use the proposed estimator of the variance matrix to estimate the model parameters by means of the simulation extrapolation (SIMEX) algorithm. Finally, the method is illustrated on a dataset on fetal biometry measurements. [ABSTRACT FROM AUTHOR]

Weighted total least squares (WTLS) have been regarded as the standard tool for the errors-in-variables (EIV) model in which all the elements in the observation vector and the coefficient matrix are contaminated with random errors. However, in many geodetic applications, some elements are error-free and some random observations appear repeatedly in different positions in the augmented coefficient matrix. It is called the linear structured EIV (LSEIV) model. Two kinds of methods are proposed for the LSEIV model from functional and stochastic modifications. On the one hand, the functional part of the LSEIV model is modified into the errors-in-observations (EIO) model. On the other hand, the stochastic model is modified by applying the Moore-Penrose inverse of the cofactor matrix. The algorithms are derived through the Lagrange multipliers method and linear approximation. The estimation principles and iterative formula of the parameters are proven to be consistent. The first-order approximate variance-covariance matrix (VCM) of the parameters is also derived. A numerical example is given to compare the performances of our proposed three algorithms with the STLS approach. Afterwards, the least squares (LS), total least squares (TLS) and linear structured weighted total least squares (LSWTLS) solutions are compared and the accuracy evaluation formula is proven to be feasible and effective. Finally, the LSWTLS is applied to the field of deformation analysis, which yields a better result than the traditional LS and TLS estimations.

Systems of whole‐stand yield models facilitate projections of forest attributes, but their inputs may be difficult to measure accurately. This study conducted sensitivity analyses to examine the effect of systematic and stochastic measurement errors on outputs from a representative system of equations. Simulated error was added to explanatory variables stand age, site index, or both. Results showed that large systematic error in one variable tended to produce moderate to large percent changes in all models, particularly the height and volume equations (often >50% change). Systematic error in both variables amplified this effect, especially for young, less productive stands. Stochastic error dramatically increased estimate variability (some relative standard errors >50%), particularly in the height and volume models at young ages and low site indices. These results suggest that measurement error may considerably alter projections and increase uncertainty when using whole‐stand yield models, highlighting the need for careful crew training. Recommendations for Resource Managers: Measurement error in input variables has the potential to significantly affect estimates from systems of whole‐stand yield models.Effects can be over‐ or underestimation of volume yields and financial returns or other forest attributes of interest.Careful crew training is paramount to ensure forest measurements remain consistent with the quality of the data used to fit the models. [ABSTRACT FROM AUTHOR]

Modern machine learning models often exhibit the benign overfitting phenomenon, which has recently been characterized using the double descent curves. In addition to the classical U-shaped learning curve, the learning risk undergoes another descent as we increase the number of parameters beyond a certain threshold. In this article, we examine the conditions under which benign overfitting occurs in the random feature (RF) models, that is, in a two-layer neural network with fixed first layer weights. Adopting a novel view of random features, we show that benign overfitting emerges because of the noise residing in such features. The noise may already exist in the data and propagates to the features, or it may be added by the user to the features directly. Such noise plays an implicit yet crucial regularization role in the phenomenon. In addition, we derive the explicit tradeoff between the number of parameters and the prediction accuracy, and for the first time demonstrate that overparameterized model can achieve the optimal learning rate in the minimax sense. Finally, our results indicate that the learning risk for overparameterized models has multiple, instead of double descent behavior, which is empirically verified in recent works. for this article are available online. [ABSTRACT FROM AUTHOR]

Scatter corrections are commonly applied to refine near‐infrared (NIR) spectra. The aim of this study is to assess the impact of measurement errors when using ordinary least squares (OLS) for multiplicative scatter correction (MSC). Any measurement errors attached to the set‐mean spectrum may attenuate the OLS slope and that in turn will affect the estimate of the intercept and the adjustment of the spectra when using MSC methods to mitigate scattering. A corrected least squares slope may be used instead to prevent this problem, although the impact of this approach on the final outcome will depend on the relative size of the measurement errors in the individual spectra and the set‐mean spectrum. The errors‐in‐variables or type II regression model (also known as Deming regression) and its special cases, major axis (MA) and reduced major axis (RMA), are discussed and illustrated. The extent of OLS slope bias or attenuation is demonstrated as is the resulting MSC spectral distortion. Further modification to the MSC transformation method is also suggested. The influence of scattering correction (by MSC, standard normal variate (SNV) and detrending) and of using the maximum likelihood estimate of the slope for MSC on the prediction of chemical composition of Lucerne herbage from NIR spectra was assessed. The predictive performance was slightly improved by the use of scattering corrections with fairly minor differences among methods. Nonetheless, it seems well worth considering the use of type II regression models for assessing MSC application aiming at improving the goodness of prediction from NIR spectra. [ABSTRACT FROM AUTHOR]

In real estate valuation using the Hedonic Price Model (HPM) estimated via Ordinary Least Squares (OLS) regression, subjectivity and measurement errors in the independent variables violate the Gauss–Markov theorem assumption of a non-random coefficient matrix, leading to biased parameter estimates and incorrect precision assessments. In this contribution, the Errors-in-Variables model equipped with Total Least Squares (TLS) estimation is proposed to address these issues. It fully considers random errors in both dependent and independent variables. An iterative algorithm is provided, and posterior accuracy estimates are provided to validate its effectiveness. Monte Carlo simulations demonstrate that TLS provides more accurate solutions than OLS, significantly improving the root mean square error by over 70%. Empirical experiments on datasets from Boston and Wuhan further confirm the superior performance of TLS, which consistently yields a higher coefficient of determination and a lower posterior variance factor, which shows its more substantial explanatory power for the data. Moreover, TLS shows comparable or slightly superior performance in terms of prediction accuracy. These results make it a compelling and practical method to enhance the HPM.

A Bayesian treatment of deep learning allows for the computation of uncertainties associated with the predictions of deep neural networks. We show how the concept of Errors-in-Variables can be used in Bayesian deep regression to also account for the uncertainty associated with the input of the employed neural network. The presented approach thereby exploits a relevant, but generally overlooked, source of uncertainty and yields a decomposition of the predictive uncertainty into an aleatoric and epistemic part that is more complete and, in many cases, more consistent from a statistical perspective. We discuss the approach along various simulated and real examples and observe that using an Errors-in-Variables model leads to an increase in the uncertainty while preserving the prediction performance of models without Errors-in-Variables. For examples with known regression function we observe that this ground truth is substantially better covered by the Errors-in-Variables model, indicating that the presented approach leads to a more reliable uncertainty estimation. [ABSTRACT FROM AUTHOR]

Banks have always played an ambivalent role in financial markets. On the one hand, they provide essential services for the market; on the other hand, problems in the banking sector can send shock waves through the entire economy. Given this prominent role, it is not surprising that Pereira and Rua [2018. "Asset Pricing with a Bank Risk Factor." Journal of Money, Credit and Banking 50(5): 993–1032. doi:] found that the health of the banking sector exerts an influence on stock returns in the US. Understanding the relationship between banks and their impact on the asset prices of non-financials is essential to evaluate the risk emanating from an unhealthy banking sector and should be considered in new regulatory requirements. The aim of this study is to determine if the health of European banks is of such importance for the European stock market so that spillover effects are visible. Our results show that none of our banking-health variables have explanatory power on the cross-section of European stock returns. These findings contrast those for the US. The reasons may be manifold, from an unimportant liquidity provisioning channel over reduced room for actions due to regulatory requirements up to a moral hazard situation in Europe, where investors strongly rely on the governmental bailouts of distressed banks. [ABSTRACT FROM AUTHOR]

This paper proposes a non-iterative direct data-driven technique that deals with linear time-invariant (LTI) controller design by directly identifying the controller from input-output data without using plant identification. We define the feasible controller parameter set and formulate the problem of designing a controller to match the behaviour of a given reference model as an equivalent set-membership errors-in-variables problem. Then we design the controller parameters by applying recent results in set-membership errors-in-variables identification. Finally, we analyse the effectiveness of the presented technique through simulation examples and experimental results.

This paper studies the expectile regression with error-in-variables to reduce the data error and describe the overall data distribution. Specifically, the asymptotic normality of the proposed estimator is thoroughly investigated, and an IRWLS algorithm based on orthogonal distance expectile regression (ODER) is proposed to estimate the parameters. Extensive simulation studies and real data applications evaluate our method’s capabilities in reducing the measurement error bias, demonstrating our model’s parameter estimation effectiveness, and its capability in reducing the simulation error compared with linear and quantile regression schemes.

In this paper a Maximum likelihood estimation algorithm for Finite Impulse Response Errors-in-Variables systems is developed. We consider that the noise-free input signal is Gaussian-mixture distributed. We propose an Expectation-Maximization-based algorithm to estimate the system model parameters, the input and output noise variances, and the Gaussian mixture noise-free input parameters. The benefits of our proposal are illustrated via numerical simulations.

The skin effect in modeling an induction motor can be described by fractional differential equations. The existing methods for identifying the parameters of an induction motor with a rotor skin effect suggest the presence of errors only in the output. The presence of errors in measuring currents and voltages leads to errors in both input and output signals. Applying standard methods, such as the ordinary least squares method, leads to biased estimates in these types of problems. The study proposes a new method for identifying the parameters of an induction motor in the presence of a skin effect. Estimates of parameters were determined based on generalized total least squares. The simulation results obtained showed the high accuracy of the obtained estimates. The results of this research can be applied in the development of predictive diagnostic systems. This study shows that ordinary least squares parameter estimates can lead to incorrect operation of the fault diagnosis system. [ABSTRACT FROM AUTHOR]

This paper investigates the parameter estimation of errors-in-variables Wiener (EIV-W) nonlinear systems. In such nonlinear systems, both input and output contain interference noises, and some intermediate processes are also interfered by noises. The hierarchical technology is applied to decompose the whole system into two subsystems firstly. For the linear subsystem, in order to obtain unbiased estimates of model parameters, a bias compensation method is introduced. Then, the bias-compensated least squares (BLS) algorithm is proposed. For the nonlinear subsystem, on the basis of particle swarm optimisation (PSO), the fuzzy control technology is added to improve the ability of jumping out of the local optimum. Thus, a bias-compensated least squares and fuzzy PSO based hierarchical (BLS-FPSO-H) method is derived at last. In simulation, a numerical example and a case study about the carbon fibre stretching process are implemented. Results indicate that the BLS-FPSO-H algorithm can effectively identify EIV-W nonlinear systems, the convergence speed and identification accuracy are greatly improved than the basic PSO method and some other PSO variants. [ABSTRACT FROM AUTHOR]

This paper presents an overview of the main methods used to identify autoregressive models with additive noises. The classification of identification methods is given. For each group of methods, advantages and disadvantages are indicated. The article presents the simulation results of a large number of the described methods and gives recommendations on choosing the best methods. [ABSTRACT FROM AUTHOR]

Nonparametric linear mixed effects models are preferred due to overcome the restrictions of linear models which need to satisfy distributional assumptions. In these models, smoothing approaches are needed to handle nonparametric part and chosen according to the type of data. When there is a measurement error in the nonparametric part, these smoothing techniques become more complicated. In this paper, we propose wavelet approach to smooth nonparametric function under known measurement error in nonparametric linear mixed effects model and then, we predict random effects pa rameter. Furthermore, as imulation study is done to demonstrate the theoretical findings by comparing with the case ignoring measurement error. The performances are much better for the proposed model than the no measurement error case. [ABSTRACT FROM AUTHOR]

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Measurement errors and missing data are often arise in practice. Under this circumstance, we focus on using jackknife empirical likelihood (JEL) and adjust jackknife empirical likelihood (AJEL) methods to construct confidence intervals for the error variance in linear models. Based on residuals of the models, the biased-corrected inverse probability weighted estimator of the error variance is introduced. Furthermore, we propose the jackknife estimator, jackknife and adjust jackknife empirical log-likelihood ratios of the error variance and establish their asymptotic distributions. Simulation studies in terms of coverage probability and average length of confidence intervals are conducted to evaluate the proposed method. A real data set is used to illustrate the proposed JEL and AJEL methods. [ABSTRACT FROM AUTHOR]

Although weighted total least-squares (WTLS) adjustment within the errors-in-variables (EIV) model is a rigorous method developed for parameter estimation, its exact solution is complicated since the matrix operations are extremely time-consuming in the whole repeated iteration process, especially when dealing with large data sets. This paper rewrites the EIV model to a similar Gauss–Markov model by taking the random error of the design matrix and observations into account, and reformulates it as an iterative weighted least-squares (IWLS) method without complicated theoretical derivation. IWLS approximates the "exact solution" of the general WTLS and provides a good balance between computational efficiency and estimation accuracy. Because weighted LS (WLS) method has a natural advantage in solving the EIV model, we also investigate whether WLS can directly replace IWLS and WTLS to implement the EIV model when the parameters in the EIV model are small. The results of numerical experiments confirmed that IWLS can obtain almost the same solution as the general WTLS solution of Jazaeri [21] and WLS can achieve the same accuracy as the general WTLS when the parameters are small. [ABSTRACT FROM AUTHOR]

Equations with derivatives and fractional order differences are widely used to describe various processes and phenomena. Currently, methods of identification of systems described by equations with fractional order differences are actively developing. The paper is devoted to the identification of discrete dynamical systems described by equations with fractional order differences with errors in variables. The problems of identifying systems with errors in variables are often ill-conditioned. The paper proposes an algorithm that uses the representation of a normal biased system as an augmented equivalent system. This representation allows to reduce the number of conditionality of the problem to be solved. Test examples have shown that the proposed algorithm has a higher accuracy than the algorithms based on the decomposition of Cholesky and the minimization of the generalized Rayleigh quotient.

The skin effect in modeling an induction motor can be described by fractional differential equations. The existing methods for identifying the parameters of an induction motor with a rotor skin effect suggest the presence of errors only in the output. The presence of errors in measuring currents and voltages leads to errors in both input and output signals. Applying standard methods, such as the ordinary least squares method, leads to biased estimates in these types of problems. The study proposes a new method for identifying the parameters of an induction motor in the presence of a skin effect. Estimates of parameters were determined based on generalized total least squares. The simulation results obtained showed the high accuracy of the obtained estimates. The results of this research can be applied in the development of predictive diagnostic systems. This study shows that ordinary least squares parameter estimates can lead to incorrect operation of the fault diagnosis system.

Population size estimation is an important research field in biological sciences. In practice, covariates are often measured upon capture on individuals sampled from the population. However, some biological measurements, such as body weight, may vary over time within a subject's capture history. This can be treated as a population size estimation problem in the presence of covariate measurement error. We show that if the unobserved true covariate and measurement error are both normally distributed, then a naïve estimator without taking into account measurement error will under-estimate the population size. We then develop new methods to correct for the effect of measurement errors. In particular, we present a conditional score and a nonparametric corrected score approach that are both consistent for population size estimation. Importantly, the proposed approaches do not require the distribution assumption on the true covariates; furthermore, the latter does not require normality assumptions on the measurement errors. This is highly relevant in biological applications, as the distribution of covariates is often non-normal or unknown. We investigate finite sample performance of the new estimators via extensive simulated studies. The methods are applied to real data from a capture–recapture study. Supplementary materials accompanying this paper appear on-line. [ABSTRACT FROM AUTHOR]

In this paper, we consider least squares estimation and empirical likelihood inference for partial functional linear models when the covariates in the non-functional linear component are measured with additive error and the responses are missing at random. Asymptotic properties of the proposed estimators for the parametric and nonparametric components are established. A class of empirical log-likelihood ratio functions of the parametric component and response mean are developed, and the corresponding maximum empirical likelihood estimators are constructed. We also prove that the empirical log-likelihood ratio functions are asymptotic standard chi-squared distribution. The results can be used to construct confidence intervals for the parametric component and response mean. The asymptotic distributions of the corresponding maximum empirical likelihood estimators are also established. Meanwhile, a simulation study is conducted to demonstrate the finite sample performance of the proposed procedure. A real data analysis is also used to illustrate our methods. [ABSTRACT FROM AUTHOR]

Governments are responsible for economic policy implementation, and their actions affect financial and capital market outcomes. Specifically, the way fiscal policy is conducted matters when credit agencies have to decide on how to rate a sovereign. This paper empirically assesses the effect of a new time‐varying measure of fiscal counter‐cyclicality on the sovereign credit ratings of the main agencies: Fitch, Standard & Poor's, and Moody's. I focus on a heterogeneous sample of 63 advanced and developing economies between 1980 and 2015. First, we find that the degree of fiscal counter‐cyclicality is generally positive and has been increasing over time, being larger in advanced economies. Second, the more counter‐cyclical a fiscal policy is, the better the assessment a rating agency gives to that country, particularly if it is an advanced one. This suggests that fiscal prudence and stabilization concerns are rewarded. Our results are robust to several sensitivity and robustness checks. [ABSTRACT FROM AUTHOR]

In this paper, we consider the statistical inference for the partially linear panel data models with fixed effects. We focus on the case where some covariates are measured with additive errors. We propose a modified profile least squares estimator of the regression parameter and the nonparametric components. The asymptotic normality for the parametric component and the rate of convergence for the nonparametric component are established. Consistent estimations of the error variance are also developed. We conduct simulation studies to demonstrate the finite sample performance of our proposed method and we also present an illustrative empirical application.

Modeling of Hammerstein–Wiener nonlinear systems has received a lot of attention in the signal processing community. However, all existing model identification methods may fail to provide a consistent parameter estimate for Errors-In-Variables (EIV) Hammerstein–Wiener systems, where both input–output data are contaminated by measurement white noises. In this paper, a bias-correction Least-Squares (LS) algorithm for consistent identification of EIV Hammerstein–Wiener systems with polynomial nonlinearities using noisy measurements is proposed. Firstly, the analytic expression for the estimated bias of the LS algorithm using noisy measurements for EIV Hammerstein–Wiener systems with polynomial nonlinearities is derived, which is caused by the correlation between the input–output signals and measurement noises. Secondly, a consistent estimation method for the bias-correcting term, including a recursive step and a cross-validation step based on the available noisy measurements only, is then proposed to estimate the unknown terms of noises variances and noise-free measurements in the estimated bias. The effectiveness of the proposed algorithm is demonstrated through a simulated example and a robot arm system. [ABSTRACT FROM AUTHOR]

This paper studies how to estimate and test the symmetry of a continuous variable under the additive distortion measurement errors setting. The unobservable variable is distorted in a additive fashion by an observed confounding variable. Firstly, a direct plug-in estimation procedure is proposed to calibrate the unobserved variable. Next, we propose four test statistics for testing whether the unobserved variable is symmetric or not. The asymptotic properties of the proposed estimators and test statistics are investigated. We conduct Monte Carlo simulation experiments to examine the performance of the proposed estimators and test statistics. These methods are applied to analyze a real dataset for an illustration. [ABSTRACT FROM AUTHOR]

In this paper, we consider the statistical inference for the partially linear panel data models with fixed effects. We focus on the case where some covariates are measured with additive errors. We propose a modified profile least squares estimator of the regression parameter and the nonparametric components. The asymptotic normality for the parametric component and the rate of convergence for the nonparametric component are established. Consistent estimations of the error variance are also developed. We conduct simulation studies to demonstrate the finite sample performance of our proposed method and we also present an illustrative empirical application. [ABSTRACT FROM AUTHOR]

Abstract In this paper, we focus on the response mean of the partially linear varying-coefficient errors-in-variables model with missing response at random. A simulation study is conducted to compare jackknife empirical likelihood method with normal approximation method in terms of coverage probabilities and average interval lengths, and a comparison of the proposed estimators is done based on their biases and mean square errors.

In the paper, we derive Procrustes-based closed-form solutions to the point-wise weighted rigid-body transformation under different adjustment scenarios. We treat both asymmetric and symmetric cases. By asymmetric (or Gauss–Markov) models we mean those in which either a source system or a target system is subject to random errors. On the other hand, by the symmetric model (Gauss-Helmert or errors-in-variables) we mean the one in which points of both coordinate systems are considered erroneous. The solutions are universal in the sense that they fit both 2D and 3D transformation cases without modifications of computational algorithms. Presented results are also attractive because the solutions require neither linearisation nor iteration. [ABSTRACT FROM AUTHOR]

A logarithmic calibration estimation procedure is proposed for nonparametric regression models under the multiplicative distortion measurement errors setting. The unobservable response variable and covariates are both distorted in a multiplicative fashion by an observed confounding variable. By using the logarithmic calibration estimation procedure for unobserved variables, we consider to study the estimates of nonparametric mean function and its first derivative, the variance function, the Sharpe ratio function and correlation curve. We obtain asymptotic normality results for the proposed nonparametric estimators. Monte Carlo simulation experiments are conducted to examine the performance of the proposed estimators. The proposed estimators are applied to analyse a real dataset for an illustration. [ABSTRACT FROM AUTHOR]

We discuss an algorithm for the autoregression (AR) model as a typical time-series model. By analyzing the structure of the AR model, we highlight the shortcomings of traditional algorithms for model parameter estimation and propose an approach to overcome the shortcomings of traditional solutions for the AR model. The errors-in-variables (EIV) model is used to solve an existing problem. There is an obvious difference between the AR model and a traditional model. For the AR model, one observation datum appears repeatedly; hence, the residual of one observation datum is not unique. Furthermore, in theory, the optimal estimation of model parameters cannot be obtained by current solutions. Based on an analysis of the AR model, we focus on how to obtain the optimal estimation when the observation data of the AR model are contaminated by outliers. The median function is used to establish a modified solution for the AR model based on the institute of geodesy & geophysics, Chinese academy of sciences (IGG) weight function by comparison with current algorithms for the robust estimation of the EIV model. We propose an iterative algorithm based on median function. Finally, we apply two numerical instances to compare the proposed algorithm with traditional algorithms and draw conclusions from results of the instances.

Standard procedures in empirical asset pricing suffer from various issues that are common to all regression-based methods. This work reviews recently introduced approaches that aim to mitigate problems associated with omitted factors and errors-in-variables. New methods addressing the omitted-variable bias suggest procedures for selecting appropriate control variables, aggregating the information from a large set of factors, or making existing methods robust against omitted factors. While the omitted-variable problem is present in almost all standard empirical asset pricing methods, the errors-in-variables problem is largely limited to the estimation of factor premia via two-pass regressions. New methods addressing the errors-in-variable bias implement an instrumental variable approach, suggest a generalized version of the widely used portfolio sorts procedure, or correct estimates based on an analytic expression for the bias. Ultimately, all of these new methods represent highly relevant advances for the area of empirical asset pricing, and the possibility to synthesize the most promising approaches might be worthwhile to investigate in the future. [ABSTRACT FROM AUTHOR]

To evaluate the posterior precision of weighted total least-squares (WTLS) estimates in an errors-in-variables model, first-order approximate precision estimation (FOA) methods are usually used. However, FOAs might not be valid if the underlying assumption is invalid, and this assumption has not been sufficiently proven. Therefore, this paper investigates the validity of the latent assumption and proposes a new first-order approximate (NFOA) precision estimation method to avoid the underlying assumption and design a corresponding algorithm. The difference between NFOA and FOA is formulated and analyzed. The proposed NFOA method is tested by a simulated classic straight-line fitting example with six scenarios and a simulated three-dimensional (3D) affine transformation experiment with four scenarios, and the mean values of the standard deviation of true errors (MSDTE) and FOA are also calculated for comparison. The results numerically indicate that NFOA works better than FOA and is close to the MSDTE, which means that NFOA can evaluate the precision of estimated parameters more reasonably and accurately. [ABSTRACT FROM AUTHOR]

Estimating the impact of a treatment on a given response is needed in many biomedical applications. However, methodology is lacking for the case when the response is a continuous temporal curve, treatment covariates suffer extensively from measurement error, and even the exact timing of the treatments is unknown. We introduce a novel method for this challenging scenario. We model personalized treatment-response curves as a combination of parametric response functions, hierarchically sharing information across individuals, and a sparse Gaussian process for the baseline trend. Importantly, our model accounts for errors not only in treatment covariates, but also in treatment timings, a problem arising in practice for example when data on treatments are based on user self-reporting. We validate our model with simulated and real patient data, and show that in a challenging application of estimating the impact of diet on continuous blood glucose measurements, accounting for measurement error significantly improves estimation and prediction accuracy. [ABSTRACT FROM AUTHOR]

For the partially linear errors-in-variables panel data models with fixed effects, we, in this paper, study asymptotic distributions of a corrected empirical log-likelihood ratio and maximum empirical likelihood estimator of the regression parameter. In addition, we propose penalized empirical likelihood (PEL) and variable selection procedure for the parameter with diverging numbers of parameters. By using an appropriate penalty function, we show that PEL estimators have the oracle property. Also, the PEL ratio for the vector of regression coefficients is defined and its limiting distribution is asymptotically chi-square under the null hypothesis. Moreover, empirical log-likelihood ratio for the nonparametric part is also investigated. Monte Carlo simulations are conducted to illustrate the finite sample performance of the proposed estimators. [ABSTRACT FROM AUTHOR]

This paper is devoted to the identification of the parameters of discrete fractional systems with errors in variables. Estimates of the parameters of such systems can be obtained using generalized total least squares (GTLS). A GTLS problem can be reduced to a total least squares (TLS) problem. A total least squares problem is often ill-conditioned. To solve a TLS problem, a classical algorithm based on finding the right singular vector or an algorithm based on an augmented system of equations with complex coefficients can be applied. In this paper, a new augmented system of equations with real coefficients is proposed to solve TLS problems. A symmetrical augmented system of equations was applied to the parameter identification of discrete fractional systems. The simulation results showed that the use of the proposed symmetrical augmented system of equations can shorten the time for solving such problems. It was also shown that the proposed system can have a smaller condition number.

Binary regression models for spatial data are commonly used in disciplines such as epidemiology and ecology. Many spatially referenced binary data sets suffer from location error, which occurs when the recorded location of an observation differs from its true location. When location error occurs, values of the covariates associated with the true spatial locations of the observations cannot be obtained. We show how a change of support (COS) can be applied to regression models for binary data to provide coefficient estimates when the true values of the covariates are unavailable, but the unknown location of the observations are contained within nonoverlapping arbitrarily shaped polygons. The COS accommodates spatial and nonspatial covariates and preserves the convenient interpretation of methods such as logistic and probit regression. Using a simulation experiment, we compare binary regression models with a COS to naive approaches that ignore location error. We illustrate the flexibility of the COS by modeling individual‐level disease risk in a population using a binary data set where the locations of the observations are unknown but contained within administrative units. Our simulation experiment and data illustration corroborate that conventional regression models for binary data that ignore location error are unreliable, but that the COS can be used to eliminate bias while preserving model choice. [ABSTRACT FROM AUTHOR]

As a generalization of additive model and partially linear model, partially linear additive model has been paid considerably attention in recent years. This paper considers estimation of the parametric component of the semiparametric model when the covariates in the linear part are measured with additive error and some additional stochastic linear restrictions on the parametric component are available. Based on the corrected profile least-squares approach and mixed regression estimation method, we propose a corrected profile mixed estimator for the parametric component, and derive its asymptotic distribution. Finally, some simulation studies are conducted to illustrate the proposed procedure and the results are satisfactory. [ABSTRACT FROM AUTHOR]