ABSTRACT A correlation curve measures the strength of the association between two variables locally at different values of covariate. This paper studies how to estimate the correlation curve under the multiplicative distortion measurement errors setting. The unobservable variables are both distorted in a multiplicative fashion by an observed confounding variable. We obtain asymptotic normality results for the estimated correlation curve. We conduct Monte Carlo simulation experiments to examine the performance of the proposed estimator. The estimated correlation curve is applied to analyze a real dataset for an illustration.

中文翻译：

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乘法失真测量误差数据的相关曲线估计

摘要 相关曲线测量两个变量在不同协变量值下局部关联的强度。本文研究了如何在倍增失真测量误差设置下估计相关曲线。不可观察的变量都被观察到的混杂变量以乘法方式扭曲。我们获得估计的相关曲线的渐近正态性结果。我们进行蒙特卡罗模拟实验来检查所提出的估计器的性能。估计的相关曲线用于分析真实数据集以进行说明。