A consistent local linear estimator of the covariate adjusted correlation coefficient
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Consider the correlation between two random variables (X, Y), both not directly observed. One only observes X̃ = φ(1)(U)X + φ(2)(U) and Ỹ = ψ(1)(U)Y + ψ(2)(U), where all four functions {φ(l)(·),ψ(l)(·), l = 1, 2} are unknown/unspecified smooth functi... ...
