Compound Regression and Constrained Regression: Nonparametric Regression Frameworks for EIV Models. Issue 3 (2nd July 2020)

• Record Type: Journal Article
• Authors: Leng, Ling; Zhu, Wei
• Is Part Of: American statistician. Volume 74:Issue 3(2020)
• Page Start: 226
• Page End: 232
• Publication Date: 2020-07-02
• Subjects: Compound regression -- Constrained regression -- Geometric mean regression -- Maximum likelihood method -- Ordinary least squares regression -- Orthogonal regression; Statistics -- Periodicals; 001.42205
• DOI: 10.1080/00031305.2018.1556734
• Languages: English
• ISSNs: 0003-1305

Abstract

Abstract: Errors-in-variable (EIV) regression is often used to gauge linear relationship between two variables both suffering from measurement and other errors, such as, the comparison of two measurement platforms (e.g., RNA sequencing vs. microarray). Scientists are often at a loss as to which EIV regression model to use for there are infinite many choices. We provide sound guidelines toward viable solutions to this dilemma by introducing two general nonparametric EIV regression frameworks: the compound regression and the constrained regression. It is shown that these approaches are equivalent to each other and, to the general parametric structural modeling approach. The advantages of these methods lie in their intuitive geometric representations, their distribution free nature, and their ability to offer candidate solutions with various optimal properties when the ratio of the error variances is unknown. Each includes the classic nonparametric regression methods of ordinary least squares, geometric mean regression (GMR), and orthogonal regression as special cases. Under these general frameworks, one can readily uncover some surprising optimal properties of the GMR, and truly comprehend the benefit of data normalization. Supplementary materials for this article are available online.