Abstract
Summary In many regression applications the independent variable is measured with error. When this happens, conventional parametric and nonparametric regression techniques are no longer valid. We consider two diVerent approaches to nonparametric regression. The first uses the simex, simulation-extrapolation, method and makes no assumption about the distribution of the unobserved error-prone predictor. For this approach we derive an asymptotic theory for kernel regression which has some surprising implications. Penalised regression splines are also considered for fixed number of known knots. The second approach assumes that the error-prone predictor has a distribution of a mixture of normals with an unknown number of components, and uses regression splines. Simulations illustrate the results.
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