title: Bayesian semiparametric regression in the presence of conditionally heteroscedastic measurement and regression errors.
abstract: We consider the problem of robust estimation of the regression relationship between a response and a covariate based on sample in which precise measurements on the covariate are not available but error-prone surrogates for the unobserved covariate are available for each sampled unit. Existing methods often make restrictive and unrealistic assumptions about the density of the covariate and the densities of the regression and the measurement errors, for example, normality and, for the latter two, also homoscedasticity and thus independence from the covariate. In this article we describe Bayesian semiparametric methodology based on mixtures of B-splines and mixtures induced by Dirichlet processes that relaxes these restrictive assumptions. In particular, our models for the aforementioned densities adapt to asymmetry, heavy tails and multimodality. The models for the densities of regression and measurement errors also accommodate conditional heteroscedasticity. In simulation experiments, our method vastly outperforms existing methods. We apply our method to data from nutritional epidemiology.
authors: Department of Statistics, Texas A&M University, College Station, Texas 77843-3143, U.S.A.
authors: Abhra
authors: A
authors: Sarkar
authors: Bani K
authors: BK
authors: Mallick
authors: Raymond J
authors: RJ
authors: Carroll
mesh_terms: D000465:Algorithms; D001499:Bayes Theorem; D003198:Computer Simulation; D003627:Data Interpretation, Statistical; D015987:Effect Modifier, Epidemiologic; D006801:Humans; D015233:Models, Statistical; D009716:Numerical Analysis, Computer-Assisted; D012044:Regression Analysis; D015203:Reproducibility of Results; D012680:Sensitivity and Specificity
keywords: B-splines; Conditional heteroscedasticity; Dirichlet process mixture models; Measurement errors; Regression with errors in covariates; Variance functions