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Statistica Sinica 33 (2023), 2257-2280

PARTIALLY FUNCTIONAL LINEAR QUANTILE
REGRESSION WITH MEASUREMENT ERRORS

Mengli Zhang1, Lan Xue2, Carmen D. Tekwe3, Yang Bai1 and Annie Qu4

1Shanghai University of Finance and Economics, 2Oregon State University,
3Indiana University Bloomington and 4University of California, Irvine

Abstract: Ignoring measurement errors in conventional regression analyses can lead to biased estimation and inference results. Reducing such bias is challenging when the error-prone covariate is a functional curve. In this paper, we propose a new corrected loss function for a partially functional linear quantile model with function-valued measurement errors. We establish the asymptotic properties of both the functional coefficient and the parametric coefficient estimators. We also demonstrate the finite-sample performance of the proposed method using simulation studies, and illustrate its advantages by applying it to data from a children obesity study.

Key words and phrases: Corrected score, functional measurement error, functional principle component, physical activity, quantile regression, wearable devices.

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