A Simple Corrected Score for Logistic Regression with Errors-in-Covariates
Jian Chen,
John J. Hanfelt and
Yijian Huang
Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 10, 2024-2036
Abstract:
We develop a simple corrected score for logistic regression with errors-in-covariates. The new method is an extension of the consistent functional methods proposed by Huang and Wang (2001) and is closely related to the corrected score method by Nakamura (1990) and Stefanski (1989). The new method requires that the measurement error distribution is known, but does not require normality. The new method yields a consistent and asymptotically normal estimator under regularity conditions. We examine the finite-sample performance of the new estimator through simulation studies. Finally, we illustrate the new method by applying it to an AIDS study.
Date: 2015
References: Add references at CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2013.773350 (text/html)
Access to full text is restricted to subscribers.
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: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:44:y:2015:i:10:p:2024-2036
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20
DOI: 10.1080/03610926.2013.773350
Access Statistics for this article
Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe
More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().