Error-free milestones in error prone measurements

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Publication:985011

DOI10.1214/08-AOAS233zbMATH Open1196.62048arXiv0910.1233OpenAlexW2073170980WikidataQ35857697 ScholiaQ35857697MaRDI QIDQ985011FDOQ985011


Authors: Dylan S. Small, Paul R. Rosenbaum Edit this on Wikidata


Publication date: 20 July 2010

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

Abstract: A predictor variable or dose that is measured with substantial error may possess an error-free milestone, such that it is known with negligible error whether the value of the variable is to the left or right of the milestone. Such a milestone provides a basis for estimating a linear relationship between the true but unknown value of the error-free predictor and an outcome, because the milestone creates a strong and valid instrumental variable. The inferences are nonparametric and robust, and in the simplest cases, they are exact and distribution free. We also consider multiple milestones for a single predictor and milestones for several predictors whose partial slopes are estimated simultaneously. Examples are drawn from the Wisconsin Longitudinal Study, in which a BA degree acts as a milestone for sixteen years of education, and the binary indicator of military service acts as a milestone for years of service.


Full work available at URL: https://arxiv.org/abs/0910.1233




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