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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Statistics in Medici...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Statistics in Medicine
Article . 2019 . Peer-reviewed
License: Wiley Online Library User Agreement
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 2019
Data sources: zbMATH Open
https://dx.doi.org/10.26180/21...
Other literature type . 2022
Data sources: Datacite
https://dx.doi.org/10.26180/21...
Other literature type . 2022
Data sources: Datacite
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Errors‐in‐variables jump regression using local clustering

Errors-in-variables jump regression using local clustering
Authors: Yicheng Kang; Xiaodong Gong; Jiti Gao; Peihua Qiu;

Errors‐in‐variables jump regression using local clustering

Abstract

Errors‐in‐variables (EIV) regression is widely used in econometric models. The statistical analysis becomes challenging when the regression function is discontinuous and the distribution of measurement error is unknown. In the literature, most existing jump regression methods either assume that there is no measurement error involved or require that jumps are explicitly detected before the regression function can be estimated. In some applications, however, the ultimate goal is to estimate the regression function and to preserve the jumps in the process of estimation. In this paper, we are concerned with reconstructing jump regression curve from data that involve measurement error. We propose a direct jump‐preserving method that does not explicitly detect jumps. The challenge of restoring jump structure masked by measurement error is handled by local clustering. Theoretical analysis shows that the proposed curve estimator is statistically consistent. A numerical comparison with an existing jump regression method highlights its jump‐preserving property. Finally, we demonstrate our method by an application to a health tax policy study in Australia.

Related Organizations
Keywords

kernel smoothing, discontinuities, health care, Applications of statistics to biology and medical sciences; meta analysis, Data Accuracy, price elasticity, local regression, Bias, Econometric and statistical methods, Humans, Regression Analysis, Computer Simulation, Econometrics not elsewhere classified, measurement errors, Models, Econometric, clustering

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
6
Top 10%
Average
Average
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