Correcting for covariate measurement error in logistic regression using nonparametric maximum likelihood estimation
نویسندگان
چکیده
When covariates are measured with error, inference based on conventional generalized linear models can yield biased estimatesof regressionparameters. This problem can potentiallybe rectied byusing generalizedlinear latent and mixedmodels (GLLAMM), including a measurementmodel for the relationship between observed and true covariates. However, the models are typically estimated under the assumption that both the true covariates and the measurement errors are normally distributed, although skewed covariate distributions are often observed in practice. In this article we relax the normality assumption for the true covariates bydeveloping nonparametricmaximum likelihood estimation (NPMLE) for GLLAMMs. The methodology is applied to estimating the effect of dietary bre intake on coronaryheart disease.We also assess the performance of estimation of regression parameters and empirical Bayes prediction of the true covariate. Normal as well as skewed covariate distributions are simulated and inference is performed based on both maximum likelihood assuming normality and NPMLE. Both estimators are unbiased and have similar root mean square errorswhen the true covariate is normal. With a skewed covariate, the conventional estimator is biased but has a smaller mean square error than the NPMLE. NPMLE produces substantially improved empirical Bayes predictions of the true covariate when its distribution is skewed.
منابع مشابه
Nonparametric Identication and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information
This paper considers identi cation and estimation of a nonparametric regression model with an unobserved discrete covariate. The sample consists of a dependent variable and a set of covariates, one of which is discrete and arbitrarily correlates with the unobserved covariate. The observed discrete covariate has the same support as the unobserved covariate, and can be interpreted as a proxy or m...
متن کاملMaximum likelihood estimation of generalized linear models with covariate measurement error
Generalized linear models with covariate measurement error can be estimated by maximum likelihood using gllamm, a program that fits a large class of multilevel latent variable models (Rabe-Hesketh, Skrondal, and Pickles 2004b). The program uses adaptive quadrature to evaluate the log-likelihood, producing more reliable results than many other methods (Rabe-Hesketh, Skrondal, and Pickles 2002). ...
متن کاملIdentification and Estimation of Nonlinear Models Using Two Samples with Nonclassical Measurement Errors.
This paper considers identification and estimation of a general nonlinear Errors-in-Variables (EIV) model using two samples. Both samples consist of a dependent variable, some error-free covariates, and an error-prone covariate, for which the measurement error has unknown distribution and could be arbitrarily correlated with the latent true values; and neither sample contains an accurate measur...
متن کاملSpatial Linear Mixed Models with Covariate Measurement Errors.
Spatial data with covariate measurement errors have been commonly observed in public health studies. Existing work mainly concentrates on parameter estimation using Gibbs sampling, and no work has been conducted to understand and quantify the theoretical impact of ignoring measurement error on spatial data analysis in the form of the asymptotic biases in regression coefficients and variance com...
متن کاملSemiparametric estimation in general repeated measures problems
The paper considers a wide class of semiparametric problems with a parametric part for some covariate effects and repeated evaluations of a nonparametric function. Special cases in our approach include marginal models for longitudinal or clustered data, conditional logistic regression for matched case–control studies, multivariate measurement error models, generalized linear mixed models with a...
متن کامل