Journal
STATA JOURNAL
Volume 3, Issue 4, Pages 373-385Publisher
SAGE PUBLICATIONS INC
DOI: 10.1177/1536867X0300300407
Keywords
st0051; simulation extrapolation; measurement error; instrumental variables; replicate measures; generalized linear models
Funding
- National Institutes of Health, National Center for Research Resources [R44 RR12435]
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We discuss and illustrate the method of simulation extrapolation for fitting models with additive measurement error. We present this discussion in terms of generalized linear models (GLMs) following the notation defined in Hardin and Carroll (2003). As in Hardin, Schmiediche, and Carroll (2003), our discussion includes specified measurement error and measurement error estimated by replicate error-prone proxies. In addition, we discuss and illustrate three extrapolant functions.
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