Simulation-Extrapolation: The Measurement Error Jackknife
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 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.