Errors-in-variables model 2026-10-14
An errors-in-variables model distinguishes a latent true predictor from its noisy measurement and models both the measurement and the response. For example, and , with a population distribution for , propagate predictor uncertainty into inference on . Treating as exact can create attenuation bias from classical measurement error. Identifiability requires appropriate information about the measurement process or latent predictor distribution.
Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 36 4 d Solution Created 2026-10-03 Updated 2026-10-14
The baseline assay is a noisy measurement just like the follow-up assays. On the log scale, a normal distribution for its error is a reasonable approximation if variability is approximately multiplicative on the original titre scale. The latent represents the true baseline log-titre, withUsing a common variance is a simplifying assumption justified if baseline and follow-up measurements have comparable assay variability; it should not be treated as a fact guaranteed by the study design. Treating as exact ignores measurement error in a predictor and can lead to attenuation bias from classical measurement error and understated uncertainty.
Past exam of the mathematics course of the University of Cambridge 2022 ii Paper 4 13J Solution Created 2026-09-23 Updated 2026-09-25
This is attenuation bias from classical measurement error, also called regression dilution. The latent predictor is , but and are noisy proxies. The noisier proxy produces a slope closer to zero.
For a regression with an intercept, the population slope isHere all variables are centred and the noises are independent. Thereforeso regressing on has slope . Forwe haveThusWith the stated values, the slopes arematching the simulation.
Under this independent additive measurement-error model, the magnitude of the -on- slope is generally smaller than the magnitude of the -on- slope whenever . Increasing does not change the population slope, because response noise contributes neither to nor to . It increases residual variance and the sampling variability of the estimate; with one million observations, doubling it should leave the displayed slope close to while increasing its standard error.