Varying-coefficient single-index measurement error model

This paper proposes a varying-coefficient single-index measurement error model, which consists of measurement error in the index covariates. We combine the simulation-extrapolation technique, the local linear regression and the weighted least-squares method to estimate the unknowns of the current model, and develop the asymptotic properties of the resulting estimators under some conditions. A simulation study is conducted to evaluate the proposed methodology, and a real example is also studied to illustrate our given methodology.