We consider functional measurement error models where the measurement error distribution is estimated non-parametrically. We derive a locally efficient semiparametric estimator but propose not to implement it owing to its numerical complexity. Instead, a plug-in estimator is proposed, where the measurement error distribution is estimated through non-parametric kernel methods based on multiple measurements. The root n consistency and asymptotic normality of the plug-in estimator are derived. Despite the theoretical inefficiency of the plug-in estimator, simulations demonstrate its near optimal performance. Computational advantages relative to the theoretically efficient estimator make the plug-in estimator practically appealing. Application of the estimator is illustrated by using the Framingham data example.
|Number of pages
|Journal of the Royal Statistical Society. Series B: Statistical Methodology
|Published - Jun 2007
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty