Ontology highlight
ABSTRACT:
SUBMITTER: Carroll RJ
PROVIDER: S-EPMC2670068 | biostudies-literature | 2008
REPOSITORIES: biostudies-literature
Carroll Raymond J RJ Wang Yuedong Y
Biometrika 20080101 2
This article investigates the effects of measurement error on the estimation of nonparametric variance functions. We show that either ignoring measurement error or direct application of the simulation extrapolation, SIMEX, method leads to inconsistent estimators. Nevertheless, the direct SIMEX method can reduce bias relative to a naive estimator. We further propose a permutation SIMEX method which leads to consistent estimators in theory. The performance of both SIMEX methods depends on approxim ...[more]