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A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors

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  • Shklyar, S.
  • Schneeweiss, H.

Abstract

We consider a Poisson model, where the mean depends on certain covariates in a log-linear way with unknown regression parameters. Some or all of the covariates are measured with errors. The covariates as well as the measurement errors are both jointly normally distributed, and the error covariance matrix is supposed to be known. Three consistent estimators of the parameters--the corrected score, a structural, and the quasi-score estimators--are compared to each other with regard to their relative (asymptotic) efficiencies. The paper extends an earlier result for a scalar covariate.

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  • Shklyar, S. & Schneeweiss, H., 2005. "A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors," Journal of Multivariate Analysis, Elsevier, vol. 94(2), pages 250-270, June.
    • Handle: RePEc:eee:jmvana:v:94:y:2005:i:2:p:250-270
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    References listed on IDEAS

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    1. Alexander Kukush & Hans Schneeweis & Roland Wolf, 2004. "Three estimators for the poisson regression model with measurement errors," Statistical Papers, Springer, vol. 45(3), pages 351-368, July.
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    Cited by:

    1. Kukush Alexander & Shklyar Sergiy & Masiuk Sergii & Likhtarov Illya & Kovgan Lina & Carroll Raymond J & Bouville Andre, 2011. "Methods for Estimation of Radiation Risk in Epidemiological Studies Accounting for Classical and Berkson Errors in Doses," The International Journal of Biostatistics, De Gruyter, vol. 7(1), pages 1-30, February.
    2. Kentarou Wada & Takeshi Kurosawa, 2023. "The Naive Estimator of a Poisson Regression Model with a Measurement Error," JRFM, MDPI, vol. 16(3), pages 1-15, March.

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