Locally efficient semiparametric estimators for functional measurement error models

Anastasios A. Tsiatis, Yanyuan Ma

Research output: Contribution to journalArticlepeer-review

57 Scopus citations

Abstract

A class of semiparametric estimators are proposed in the general setting of functional measurement error models. The estimators follow from estimating equations that are based on the semiparametric efficient score derived under a possibly incorrect distributional assumption for the unobserved 'measured with error' covariates. It is shown that such estimators are consistent and asymptotically normal even with misspecification and are efficient if computed under the truth. The methods are demonstrated with a simulation study of a quadratic logistic regression model with measurement error.

Original languageEnglish (US)
Pages (from-to)835-848
Number of pages14
JournalBiometrika
Volume91
Issue number4
DOIs
StatePublished - Dec 2004

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • General Mathematics
  • Agricultural and Biological Sciences (miscellaneous)
  • General Agricultural and Biological Sciences
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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