一类纵向数据边际模型测量误差问题的SIMEX方法

SIMEX Method in Marginal Model for Longitudinal Data with Error-Prone Covariates

研究了一类纵向数据的边际模型,其中协变量含有测量误差.使用模拟插值(SIMEX)方法估计回归参数,所得参数估计近似地渐进服从正态分布.通过数值模拟考查方法的有限样本性质.结果表明,该方法比忽略了相关结构的条件得分方程方法更为有效.最后,该方法还被用于对一组艾滋病数据的分析中.

This paper investigates a class of marginal model for data with errors in covariates. The estimates of regression coefficients are obtained via simulation extrapolation method. We also show that the SIMEX estimates follow approximately normal distribution asymptotically. A simulation study is conducted to investigate the finite sample properties of the proposed methods. The results suggest that the proposed methods are generally more efficient than conditional score method which ignores the correlation structure. The proposed methods are applied to an AIDS dataset.