Bhattacharya, R. N.; Bhattacharyya, D. K. - In: Journal of Multivariate Analysis 47 (1993) 1, pp. 123-138
Suppose Y has a linear regression on X1, X2, but observations are only available on (Y, X1). If large scale data on (X1, X2) are available, which do not include Y, and if the regression of X2, given X1, is nonlinear, then one may estimate the regression coefficients of Y by using the proxy g(X1)...
