Estimation of correlation coefficient with general distortion measurement errors

• Published in: Communications in statistics. Simulation and computation Vol. 52; no. 9; pp. 4491 - 4521
• Main Authors: Zhang, Jun, Lin, Bingqing
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis 02.09.2023; Taylor & Francis Ltd
• Subjects: Additive distortion; Asymptotic properties; Calibration; Confidence intervals; Correlation coefficient; Correlation coefficients; Distortion; Empirical analysis; Estimators; Kernel smoothing; Monte Carlo simulation; Multiplicative distortion; Statistical analysis; Statistical methods; Statistical tests

This article studies the estimation of correlation coefficient between unobserved variables of interest. These unobservable variables are distorted in both multiplicative and additive fashion by an observed confounding variable. We propose several estimators for the correlation coefficient. Some of...