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Correcting for regression dilution bias: comparison of methods for a single predictor variable

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  • Chris Frost
  • Simon G. Thompson

Abstract

In an epidemiological study the regression slope between a response and predictor variable is underestimated when the predictor variable is measured imprecisely. Repeat measurements of the predictor in individuals in a subset of the study or in a separate study can be used to estimate a multiplicative factor to correct for this ‘regression dilution bias’. In applied statistics publications various methods have been used to estimate this correction factor. Here we compare six different estimation methods and explain how they fall into two categories, namely regression and correlation‐based methods. We provide new asymptotic variance formulae for the optimal correction factors in each category, when these are estimated from the repeat measurements subset alone, and show analytically and by simulation that the correlation method of choice gives uniformly lower variance. The simulations also show that, when the correction factor is not much greater than 1, this correlation method gives a correction factor which is closer to the true value than that from the best regression method on up to 80% of occasions. We also provide a variance formula for a modified correlation method which uses the standard deviation of the predictor variable in the main study; this shows further improved performance provided that the correction factor is not too extreme. A confidence interval for a corrected regression slope in an epidemiological study should reflect the imprecision of both the uncorrected slope and the estimated correction factor. We provide formulae for this and show that, particularly when the correction factor is large and the size of the subset of repeat measures is small, the effect of allowing for imprecision in the estimated correction factor can be substantial.

Suggested Citation

  • Chris Frost & Simon G. Thompson, 2000. "Correcting for regression dilution bias: comparison of methods for a single predictor variable," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 163(2), pages 173-189.
  • Handle: RePEc:bla:jorssa:v:163:y:2000:i:2:p:173-189
    DOI: 10.1111/1467-985X.00164
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    6. Baumdicker, F. & Hölker, U., 2020. "Method comparison with repeated measurements — Passing–Bablok regression for grouped data with errors in both variables," Statistics & Probability Letters, Elsevier, vol. 164(C).
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    8. Marco Giesselmann & Alexander Schmidt-Catran, 2018. "Interactions in Fixed Effects Regression Models," Discussion Papers of DIW Berlin 1748, DIW Berlin, German Institute for Economic Research.
    9. Xiaocao Tian & Huaidong Du & Liming Li & Derrick Bennett & Ruqin Gao & Shanpeng Li & Shaojie Wang & Yu Guo & Zheng Bian & Ling Yang & Yiping Chen & Junshi Chen & Yan Gao & Min Weng & Zengchang Pang & , 2017. "Fruit consumption and physical activity in relation to all-cause and cardiovascular mortality among 70,000 Chinese adults with pre-existing vascular disease," PLOS ONE, Public Library of Science, vol. 12(4), pages 1-16, April.
    10. Ma, Liye & Sun, Baohong, 2020. "Machine learning and AI in marketing – Connecting computing power to human insights," International Journal of Research in Marketing, Elsevier, vol. 37(3), pages 481-504.
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    12. Bauchmüller, Robert, 2012. "Gains from child-centred Early Childhood Education: Evidence from a Dutch pilot programme," MERIT Working Papers 2012-016, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    13. Ylenio Longo & Alexander Gunz & Guy Curtis & Tom Farsides, 2016. "Measuring Need Satisfaction and Frustration in Educational and Work Contexts: The Need Satisfaction and Frustration Scale (NSFS)," Journal of Happiness Studies, Springer, vol. 17(1), pages 295-317, February.

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