Empirical simulation extrapolation for measurement error models with replicate measurements

We present a variation of the simex algorithm (J. Amer. statist. Assoc. 89 (1994) 1314) appropriate for the case in which the measurement error variance(s) are unknown but replicate measurements are available. The method used pseudo errors generated from random linear contrasts of the observed replicate measurements. An attractive feature of the new method is its ability to accommodate heteroscedastic measurement error.

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Year of publication:	2002
Authors:	Devanarayan, Viswanath ; Stefanski, Leonard A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 59.2002, 3, p. 219-225
Publisher:	Elsevier
Keywords:	Errors-in-variables Heteroscedasticity Logistic regression Method of moments Simulation Variance components

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138024