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The Extensively Corrected Score for Measurement Error Models

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  • Yih-Huei Huang
  • Chi-Chung Wen
  • Yu-Hua Hsu

Abstract

type="main" xml:id="sjos12143-abs-0001"> In measurement error problems, two major and consistent estimation methods are the conditional score and the corrected score. They are functional methods that require no parametric assumptions on mismeasured covariates. The conditional score requires that a suitable sufficient statistic for the mismeasured covariate can be found, while the corrected score requires that the object score function can be estimated without bias. These assumptions limit their ranges of applications. The extensively corrected score proposed here is an extension of the corrected score. It yields consistent estimations in many cases when neither the conditional score nor the corrected score is feasible. We demonstrate its constructions in generalized linear models and the Cox proportional hazards model, assess its performances by simulation studies and illustrate its implementations by two real examples.

Suggested Citation

  • Yih-Huei Huang & Chi-Chung Wen & Yu-Hua Hsu, 2015. "The Extensively Corrected Score for Measurement Error Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(4), pages 911-924, December.
  • Handle: RePEc:bla:scjsta:v:42:y:2015:i:4:p:911-924
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    References listed on IDEAS

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    5. Huang, Zhensheng & Zhou, Zhangong & Jiang, Rong & Qian, Weimin & Zhang, Riquan, 2010. "Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 497-504, March.
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    1. Stoklosa, Jakub & Huang, Yih-Huei & Furlan, Elise & Hwang, Wen-Han, 2016. "On quadratic logistic regression models when predictor variables are subject to measurement error," Computational Statistics & Data Analysis, Elsevier, vol. 95(C), pages 109-121.
    2. Ali Al-Sharadqah & Karine Bagdasaryan & Ola Nusierat, 2025. "A Finite-sample bias correction method for general linear model in the presence of differential measurement errors," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 109(1), pages 149-195, March.

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