Bias analysis and SIMEX approach in generalized linear mixed measurement error models

被引:95
|
作者
Wang, NY [1 ]
Lin, XH
Gutierrez, RG
Carroll, RJ
机构
[1] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA
[2] Univ Michigan, Dept Biostat, Ann Arbor, MI 48109 USA
[3] So Methodist Univ, Dept Stat Sci, Dallas, TX 75275 USA
[4] Humboldt Univ, Inst Stat & Okonometrie, D-1086 Berlin, Germany
关键词
asymptotic bias; corrected penalized quasi-likelihood; measurement error; random effects; variance components;
D O I
10.2307/2669621
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider generalized linear mixed models (GLMMs) for clustered data when one of the predictors is measured with error. When the measurement error is additive and normally distributed and the error-prone predictor is itself normally distributed, we show that the observed data also follow a GLMM but with a different fixed effects structure from the original model, a different and more complex random effects structure, and restrictions on the parameters. This characterization enables us to compute the biases that result in common GLMMs when one ignores measurement error For instance, in one common situation the biases in parameter estimates become larger as the number of observations within a cluster increases, both for regression coefficients and for variance components. Parameter estimation is described using the SIMEX method, a relatively new functional method that makes no assumptions about the structure of the unobservable predictors. Simulations and an example illustrate the results.
引用
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页码:249 / 261
页数:13
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