Absolute logarithmic calibration for correlation coefficient with multiplicative distortion

• Published in: Communications in statistics. Simulation and computation Vol. 52; no. 2; pp. 482 - 505
• Main Authors: Zhang, Jun, Xu, Zhuoer, Wei, Zhenghong
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis 01.02.2023; Taylor & Francis Ltd
• Subjects: Asymptotic properties; Calibration; Confidence intervals; Correlation coefficient; Correlation coefficients; Empirical analysis; Kernel smoothing; Logarithmic calibration; Logarithms; Measurement errors; Multiplicative distortion; Plugs; Statistical analysis; Statistical methods; Statistical tests

This paper studies the estimation of correlation coefficient between unobserved variables of interest. These unobservable variables are distorted in a multiplicative fashion by an observed confounding variable. We propose a new identifiability condition by using the absolute logarithmic calibration...