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Simulation-Extrapolation: The Measurement Error Jackknife
| Content Provider | Scilit |
|---|---|
| Author | Stefanski, L. A. Cook, J. R. |
| Copyright Year | 1995 |
| Description | This article provides theoretical support for our simulation-based estimation procedure, SIMEX, for measurement error models. We do so by establishing a strong relationship between SIMEX estimation and jackknife estimation. A result of our investigation is the identification of a variance estimation method for SIMEX that parallels jackknife variance estimation. Data from the Framingham Heart Study are used to illustrate the variance estimation procedure in logistic regression measurement error models. |
| Related Links | https://repository.lib.ncsu.edu/bitstream/1840.4/8343/1/ISMS_1993_2259.pdf |
| ISSN | 01621459 |
| e-ISSN | 1537274X |
| DOI | 10.2307/2291515 |
| Journal | Journal of the American Statistical Association |
| Issue Number | 432 |
| Volume Number | 90 |
| Language | English |
| Publisher | Duke University Press |
| Access Restriction | Open |
| Subject Keyword | Mathematical Social Sciences Bias Reduction Components of Variance Extrapolation Linear Regression Logistic Regression Simulation Uniform Minimum Variance Unbiased Estimation Variance Estimation |
| Content Type | Text |
| Resource Type | Article |
| Subject | Statistics and Probability Statistics, Probability and Uncertainty |