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Simulation-Extrapolation: The Measurement Error Jackknife

 

作者: L.A. Stefanski,   J.R. Cook,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1995）
卷期: Volume 90, issue 432  

页码: 1247-1256

 

ISSN:0162-1459

 

年代: 1995

 

DOI:10.1080/01621459.1995.10476629

 

出版商: Taylor & Francis Group

 

关键词: Bias reduction;Components of variance;Extrapolation;Linear regression;Logistic regression;Simulation;Uniform minimum variance unbiased estimation;Variance estimation

 

数据来源: Taylor

 

摘要:

This article provides theoretical support for our simulation-based estimation procedure, SIMEX, for measurement error models. We do so by establishing a strong relationship between SIMEX estimation and jackknife estimation. A result of our investigation is the identification of a variance estimation method for SIMEX that parallels jackknife variance estimation. Data from the Framingham Heart Study are used to illustrate the variance estimation procedure in logistic regression measurement error models.

 

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