Measurement error models in logistic regression have been subject to much research during the last 10-15 years. In this work, we will focus on statistical testing in these models. We will compare the measurement error likelihood ratio test with a Wald-type test based on the so-called regression calibration method with both asymptotic- and bootstrap standard errors, and the score test, in some finite sample situations. We find that all tests perform approximately equally with regard to empirical power. With regard to the empirical test size, the Wald-type test based on the asymptotic standard error was too conservative, whereas the Wald-type test based on a trimmed boostrap standard error performed quite unstably. In summary, we will recommend the use of likelihood ratio tests or score tests in logistic measurement error situations.
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Hong Kong Univ Sci & Technol, Dept Math, Hong Kong, Hong Kong, Peoples R ChinaHong Kong Univ Sci & Technol, Dept Math, Hong Kong, Hong Kong, Peoples R China
Yang, Yingsi
Wong, Man Yu
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Hong Kong Univ Sci & Technol, Dept Math, Hong Kong, Hong Kong, Peoples R ChinaHong Kong Univ Sci & Technol, Dept Math, Hong Kong, Hong Kong, Peoples R China
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Univ Manchester, Sch Community Based Med, Hlth Methodol Res Grp, Manchester M13 9PL, Lancs, England
Univ Glamorgan, Fac Adv Technol, Div Math & Stat, Pontypridd CF37 1DL, M Glam, WalesUniv Manchester, Sch Community Based Med, Hlth Methodol Res Grp, Manchester M13 9PL, Lancs, England
Farnell, Damian J. J.
Pickles, Andrew
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Univ Manchester, Sch Community Based Med, Hlth Methodol Res Grp, Manchester M13 9PL, Lancs, England
Kings Coll London, Inst Psychiat, London SE5 8AF, EnglandUniv Manchester, Sch Community Based Med, Hlth Methodol Res Grp, Manchester M13 9PL, Lancs, England
Pickles, Andrew
Roberts, Christopher
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Univ Manchester, Sch Community Based Med, Hlth Methodol Res Grp, Manchester M13 9PL, Lancs, EnglandUniv Manchester, Sch Community Based Med, Hlth Methodol Res Grp, Manchester M13 9PL, Lancs, England