Deconvolution-based score tests in measurement error models

DOI10.1214/AOS/1176347979MaRDI QIDQ758058zbMATH OpenOpenAlexFDO

Authors Leonard Stefanski, Raymond J. Carroll

Publication date 1991

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176347979

zbMATH Keywords

density estimationgeneralized linear modelmaximum likelihoodmeasurement errorempirical Bayesdeconvolutionerrors-in-variablesRates of convergenceabsence of associationasymptotically efficient testsefficient score test

Mathematics Subject Classification ID

Density estimation (62G07) Generalized linear models (logistic models) (62J12)

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• B-spline estimation of regression functions with errors in variable
• Monotonicity of regression functions in structural measurement error models
• Instrumental variable approach to covariate measurement error in generalized linear models
• Score tests in a generalized linear model with surrogate covariates
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• Estimation in skew-normal linear mixed measurement error models
• Characterization theorems when variables are measured with error
• Estimation in mixed effects model with errors in variables
• Statistical inference of linear measurement error models with latent indicator
• The asymptotic relative efficiency of score tests in a generalized linear model with surrogate covariates
• A simulation study of statistical tests in logistic measurement error models
• Estimation of variance components in linear mixed measurement error models
• Rank transformations when oovariables are measured with error or mismodelled
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