Some Basic Results on the Extension of Quasi-Likelihood Based Measurement Error Correction to Multivariate and Flexible Structural Models

Quasi score equations derived from corrected mean and variance functions allow for consistent parameter estimation under measure ment error However the practical use of some approaches relying on this general methodological principle was strongly limited by the assumptions underlying them only one covariate was allowed to be measured with non negligible error and additionally this covariate had to be conditionally independent of the other covariates This pa per extends basic principles of this method to multivariate and exible models in a way that on the one hand retains the neat statistical properties but on the other hand manages to do without the restric tive assumptions needed up to now