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In this paper, a single-index varying coefficient model with measurement errors in all covariates is investigated. We propose a new approach to estimate the link functionand the index parameter  β , which combines the simulation-extrapolation (SIMEX) technique with local linear regression and estimating equation. Under some regularity conditions, large sample properties of the proposed estimators are established. Simulation studies and an application are presented to evaluate the proposed method.

Statistical inference for a single-index varying coefficient model with measurement errors in all covariates