Academic
Publications
Multicovariate-adjusted regression models

Multicovariate-adjusted regression models,10.1080/00949650701421907,Journal of Statistical Computation and Simulation,D. V. Nguyen,D. Şentürk

Multicovariate-adjusted regression models  
BibTex | RIS | RefWorks Download
We introduce multicovariate-adjusted regression (MCAR), an adjustment method for regression analysis, where both the response (Y) and predictors (X1, …, Xp) are not directly observed. The available data have been contaminated by unknown functions of a set of observable distorting covariates, Z1, …, Zs, in a multiplicative fashion. The proposed method substantially extends the current contaminated regression modelling capability, by allowing for multiple distorting covariate effects. MCAR is a flexible generalisation of the recently proposed covariate-adjusted regression method, an effective adjustment method in the presence of a single covariate, Z. For MCAR estimation, we establish a connection between the MCAR models and adaptive varying coefficient models. This connection leads to an adaptation of a hybrid backfitting estimation algorithm. Extensive simulations are used to study the performance and limitations of the proposed iterative estimation algorithm. In particular, the bias and mean square error of the proposed MCAR estimators are examined, relative to a baseline and a consistent benchmark estimator. The method is also illustrated with a Pima Indian diabetes data set, where the response and predictors are potentially contaminated by body mass index and triceps skin fold thickness. Both distorting covariates measure aspects of obesity, an important risk factor in type 2 diabetes.
Journal: Journal of Statistical Computation and Simulation - J STAT COMPUT SIM , vol. 78, no. 9, pp. 813-827, 2008
Cumulative Annual
View Publication
The following links allow you to view full publications. These links are maintained by other sources not affiliated with Microsoft Academic Search.