A note on corrected-score estimation

DOI10.1016/0167-7152(95)00074-7MaRDI QIDQ1916222zbMATH OpenOpenAlexFDO

Authors Jeffrey S. Buzas, Leonard Stefanski

Publication date 11 November 1996

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(95)00074-7

zbMATH Keywords

Bernoulli numbercorrected-score methodextreme-value binary regressionextreme-value distributiongeneralized linear measurement error modelsrare-event logistic regressionunbiased score

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

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Cites work

• Corrected score function for errors-in-variables models: Methodology and application to generalized linear models
• Covariate measurement error in logistic regression
• Estimation of the mean of a multivariate normal distribution
• scientific article; zbMATH DE number 3879889 (Why is no real title available?)
• scientific article; zbMATH DE number 3945130 (Why is no real title available?)
• scientific article; zbMATH DE number 4028648 (Why is no real title available?)
• scientific article; zbMATH DE number 42417 (Why is no real title available?)
• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• Unbiased estimation of a nonlinear function a normal mean with application to measurement err oorf models

Cited in

(15)

• A note on corrected scores for logistic regression
• Unbiased scores in proportional hazards regression with covariate measurement error
• Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables
• Semiparametric approaches for matched case-control studies with error-in-covariates
• A note on applying the BCH method under linear equality and inequality constraints
• A functional method for the conditional logistic regression with errors-in-covariates
• The extensively corrected score for measurement error models
• A simple corrected score for logistic regression with errors-in-covariates
• Diagnostics for generalized Poisson regression models with errors in variables
• A NOTE ON THE CORRECTED SCORE FUNCTION ADJUSTING FOR MISCLASSIFICATION
• Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model
• Corrected Score Estimation via Complex Variable Simulation Extrapolation
• Corrected score with sizable covariate measurement error: pathology and remedy
• Consistent ridge estimation for replicated ultrastructural measurement error models
• Utilizing stochastic prior information for replicated ultrastructural measurement error models in case of multicollinearity

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