The regression-calibration method for fitting generalized linear models with additive measurement error

James W. Hardin, Henrik Schmeidiche and Raymond J. Carroll
Additional contact information
James W. Hardin: Arnold School of Public Health, University of South Carolina
Henrik Schmeidiche: Department of Statistics, Texas A&M University
Raymond J. Carroll: Department of Statistics, Texas A&M University

Stata Journal, 2003, vol. 3, issue 4, pages 373-385

Abstract: We discuss and illustrate the method of simulation extrapolation for fitting models with additive measurement error. We present this discussion in terms of generalized linear models (GLMs) following the notation defined in Hardin and Carroll (2003). As in Hardin, Schmiediche, and Carroll (2003), our discussion includes specified measurement error and measurement error estimated by replicate error-prone proxies. In addition, we discuss and illustrate three extrapolant functions. Copyright 2003 by StataCorp LP.

Keywords: simulation extrapolation; measurement error; instrumental variables; replicate measures; generalized linear models (search for similar items in EconPapers)
Date: 2003
View list of references

Downloads: (external link)
http://www.stata-journal.com/software/sj3-4/st0051/ (text/html)
http://www.stata-journal.com/sjpdf.html?articlenum=st0051 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:tsj:stataj:v:3:y:2003:i:4:p:373-385

Ordering information: This journal article can be ordered from
http://www.stata-journal.com/subscription.html

Access Statistics for this article

Stata Journal is edited by H. Joseph Newton and Nicholas J. Cox

More articles in Stata Journal from StataCorp LP
Series data maintained by Christopher F. Baum ().