SIMEX estimation for single-index model with covariate measurement error
نویسندگان
چکیده
منابع مشابه
SIMEX and standard error estimation in semiparametric measurement error models.
SIMEX is a general-purpose technique for measurement error correction. There is a substantial literature on the application and theory of SIMEX for purely parametric problems, as well as for purely non-parametric regression problems, but there is neither application nor theory for semiparametric problems. Motivated by an example involving radiation dosimetry, we develop the basic theory for SIM...
متن کاملEstimation of the hazard function in a semiparametric model with covariate measurement error
We consider a failure hazard function, conditional on a time-independent covariate Z, given by ηγ0(t)fβ0(Z). The baseline hazard function ηγ0 and the relative risk fβ0 both belong to parametric families with θ = (β, γ0)> ∈ R. The covariate Z has an unknown density and is measured with an error through an additive error model U = Z + ε where ε is a random variable, independent from Z, with known...
متن کاملPolynomial regression with normal covariate measurement error
This paper derives the exact functional form of an error contaminated regression function when the error free regression is a polynomial function of error free covariates (discrete or continuous) which are contaminated by normally distributed measurement error, with coe¢cients which may be arbitrary functions of error free covariates. The form of higher order central moment error contaminated r...
متن کاملSurvival Analysis With Heterogeneous Covariate Measurement Error
This article is motivated by a time-to-event analysis where the covariate of interest was measured at the wrong time. We show that the problem can be formulated as a special case of survival analysis with heterogeneous covariate measurement error and develop a general analytic framework. We study the asymptotic behavior of the naive partial likelihood estimates and analytically demonstrate that...
متن کاملAsymptotics for the Simex Estimator in Structural Measurement Error Models
Cook & Stefanski (1994) describe a computer intensive method, the SIMEX method, for approximately consistent estimation in regression problems with additive measurement error. In this paper, we derive the asymptotic distribution of their estimators and show how to compute estimated standard errors. These standard error estimators can either be used alone or as prepivoting devices in a bootstrap...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: AStA Advances in Statistical Analysis
سال: 2018
ISSN: 1863-8171,1863-818X
DOI: 10.1007/s10182-018-0327-6