Principal Hessian Directions for regression with measurement error
含测量误差回归中的主 Hessian 方向
We consider a nonlinear regression problem with predictors with measurement error. We assume that the response is related to unknown linear combinations of a p‐dimensional predictor vector through an unknown link function. Instead of observing the predictors, we observe a surrogate vector with the property that its expectation is linearly related to the predictor vector with constant variance. We use an important linear transformation of the surrogates. Based on the…