Polynomial Regression and Estimating Functions in the Presence of Multiplicative Measurement Error

Stephen J. Iturria, Raymond J. Carroll and David Firth

Journal of the Royal Statistical Society Series B, 1999, vol. 61, issue 3, 547-561

Abstract: We consider the polynomial regression model in the presence of multiplicative measurement error in the predictor. Two general methods are considered, with the methods differing in their assumptions about the distributions of the predictor and the measurement errors. Consistent parameter estimates and asymptotic standard errors are derived by using estimating equation theory. Diagnostics are presented for distinguishing additive and multiplicative measurement error. Data from a nutrition study are analysed by using the methods. The results from a simulation study are presented and the performances of the methods are compared.

Date: 1999
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