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A note on corrected-score estimation

Author

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  • Buzas, J. S.
  • Stefanski, L. A.

Abstract

We extend the scope of the corrected-score method studied by Nakamura (1990) and Stefanski (1989) to a large class of generalized linear measurement error models. Example applications to rare-event logistic regression and extreme-value binary regression are presented.

Suggested Citation

  • Buzas, J. S. & Stefanski, L. A., 1996. "A note on corrected-score estimation," Statistics & Probability Letters, Elsevier, vol. 28(1), pages 1-8, June.
  • Handle: RePEc:eee:stapro:v:28:y:1996:i:1:p:1-8
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    Citations

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    Cited by:

    1. Buzas, Jeffrey S., 2009. "A note on corrected scores for logistic regression," Statistics & Probability Letters, Elsevier, vol. 79(22), pages 2351-2358, November.
    2. Polzehl, Jorg & Zwanzig, Silvelyn, 2004. "On a symmetrized simulation extrapolation estimator in linear errors-in-variables models," Computational Statistics & Data Analysis, Elsevier, vol. 47(4), pages 675-688, November.
    3. Nels G. Johnson & Inyoung Kim, 2019. "Semiparametric approaches for matched case–control studies with error-in-covariates," Computational Statistics, Springer, vol. 34(4), pages 1675-1692, December.
    4. Singh, Sukhbir & Jain, Kanchan & Sharma, Suresh, 2012. "Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 198-212.
    5. Xu-Ping Zhong & Wing-Kam Fung & Bo-Cheng Wei, 2002. "Estimation in Linear Models with Random Effects and Errors-in-Variables," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(3), pages 595-606, September.
    6. Iturria, Stephen J. & Carroll, Raymond J. & Firth, David, 1997. "Polynomial regression and estimation function in the presence of multiplication measurement error, with application to nutrition," SFB 373 Discussion Papers 1997,10, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    7. Firouzeh Noghrehchi & Jakub Stoklosa & Spiridon Penev, 2020. "Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables," Computational Statistics, Springer, vol. 35(3), pages 1291-1317, September.

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