Locally efficient semiparametric estimators for functional measurement error models

Anastasios A. Tsiatis and Yanyuan Ma

Biometrika, 2004, vol. 91, issue 4, 835-848

Abstract: A class of semiparametric estimators are proposed in the general setting of functional measurement error models. The estimators follow from estimating equations that are based on the semiparametric efficient score derived under a possibly incorrect distributional assumption for the unobserved 'measured with error' covariates. It is shown that such estimators are consistent and asymptotically normal even with misspecification and are efficient if computed under the truth. The methods are demonstrated with a simulation study of a quadratic logistic regression model with measurement error. Copyright 2004, Oxford University Press.

Date: 2004
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