Measurement Error Regression with Unknown Link: Dimension Reduction and Data Visualization
未知连接函数的测量误差回归:降维与数据可视化
A general nonlinear regression problem is considered with measurement error in the predictors. We assume that the response is related to an unknown linear combination of a multidimensional predictor through an unknown link function. Instead of observing the predictor, we instead observe a surrogate with the property that its expectation is linearly related to the true predictor with constant variance. We identify an important transformation of the surrogate variable. Using…