title: A consistent local linear estimator of the covariate adjusted correlation coefficient.
abstract: Consider the correlation between two random variables (X, Y), both not directly observed. One only observes X̃ = φ(1)(U)X + φ(2)(U) and Ỹ = ψ(1)(U)Y + ψ(2)(U), where all four functions {φ(l)(·),ψ(l)(·), l = 1, 2} are unknown/unspecified smooth functions of an observable covariate U. We consider consistent estimation of the correlation between the unobserved variables X and Y, adjusted for the above general dual additive and multiplicative effects of U, based on the observed data (X̃, Ỹ, U).
authors: Division of Biostatistics, University of California, Davis, CA 95616, USA.
authors: Danh V
authors: DV
authors: Nguyen
authors: Damla
authors: D
authors: Sentürk