Approximate Quasilikelihood Estimation in Measurement Error Models
نویسندگان
چکیده
Leonard A. Stefanski Department of Statistics North Carolina State University Raleigh, NC 27695 We consider quasllikelihood estimation with estimated parameters in the variance function when some of the predictors are measured with error. We review and extend four approaches to estimation in this problem, all of them based on small measurement error approximations. A taxonomy of the data sets likely to be available in measurement error studies is developed. An asymptotic theory based on this taxonomy is obtained and includes measurement error and Berkson error models as special cases.
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