Simulation-extrapolation: The measurement error jackknife

被引:191
作者
Stefanski, LA [1 ]
Cook, JR [1 ]
机构
[1] MERCK & CO INC,MERCK RES LABS,W POINT,PA 19422
关键词
bias reduction; components of variance; extrapolation; linear regression; logistic regression; simulation; uniform minimum variance unbiased estimation; variance estimation;
D O I
10.2307/2291515
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This article provides theoretical support for our simulation-based estimation procedure, SIMEX, for measurement error models. We do so by establishing a strong relationship between SIMEX estimation and jackknife estimation. A result of our investigation is the identification of a variance estimation method for SIMEX that parallels jackknife variance estimation. Data from the Framingham Heart Study are used to illustrate the variance estimation procedure in logistic regression measurement error models.
引用
收藏
页码:1247 / 1256
页数:10
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