A note on trigonometric regression in the presence of Berkson‐type measurement error

Abstract

In this note, we study how parameter vector estimation for a trigonometric regression model and the expected squared residual error computed from an estimated model are affected by Berkson‐type measurement error. Closed‐form expressions for the parameter vector and the expected squared residual error are obtained by assuming that the observed covariate data are sampled from an equispaced design and that measurement error is generated from a symmetric probability distribution with a mean of zero. Notably, these results indicate that estimates of the amplitude parameters for a trigonometric regression model suffer from attenuation bias when covariate data are mis‐measured, and that estimates of the phase‐shift parameters are unbiased.