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模拟外推:测量误差刀切法

Simulation-Extrapolation: The Measurement Error Jackknife

Journal of the American Statistical Association · 1995
被引 52
ABS 4

中文导读

本文为测量误差模型的模拟外推估计方法提供了理论支持,建立了其与刀切估计的强关联,并识别出与刀切方差估计平行的方差估计方法,用弗拉明汉心脏研究数据在逻辑回归中演示。

Abstract

Abstract 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.

计量经济学统计学测量误差模型刀切法