Empirical simulation extrapolation for measurement error models with replicate measurements

Viswanath Devanarayan and Leonard A. Stefanski

Statistics & Probability Letters, 2002, vol. 59, issue 3, 219-225

Abstract: We present a variation of the simex algorithm (J. Amer. statist. Assoc. 89 (1994) 1314) appropriate for the case in which the measurement error variance(s) are unknown but replicate measurements are available. The method used pseudo errors generated from random linear contrasts of the observed replicate measurements. An attractive feature of the new method is its ability to accommodate heteroscedastic measurement error.

Keywords: Errors-in-variables; Heteroscedasticity; Logistic; regression; Method; of; moments; Simulation; Variance; components (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (11)

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