proposed a regression calibration estimator in Cox regression when covariate variables are measured with error. However, estimation of the covariance of this estimator has not yet been discussed in the literature. The regression calibration estimator is to replace an unobserved covariate variable by
โฆ LIBER โฆ
Three estimators for the poisson regression model with measurement errors
โ Scribed by Alexander Kukush; Hans Schneeweis; Roland Wolf
- Publisher
- Springer-Verlag
- Year
- 2004
- Tongue
- English
- Weight
- 713 KB
- Volume
- 45
- Category
- Article
- ISSN
- 0932-5026
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Robust sandwich covariance estimation fo
โ
C.Y. Wang
๐
Article
๐
1999
๐
Elsevier Science
๐
English
โ 102 KB
A Flexible Model for Generalized Linear
โ
Surupa Roy; Tathagata Banerjee
๐
Article
๐
2006
๐
Springer Japan
๐
English
โ 174 KB
Statistical inference for partially line
โ
Jinhong You; Qinfeng Xu; Bin Zhou
๐
Article
๐
2008
๐
Coastal and Estuarine Research Federation
๐
English
โ 262 KB
Bayesian estimation of the switching reg
โ
Kazuhiro Ohtani
๐
Article
๐
1982
๐
Elsevier Science
๐
English
โ 528 KB
Weighted denoised minimum distance estim
โ
Jinhong You; Xian Zhou; Lixing Zhu; Bin Zhou
๐
Article
๐
2009
๐
Springer-Verlag
๐
English
โ 269 KB
ESTIMATION BY DATA AUGMENTATION IN REGRE
โ
JOUNI KUHA
๐
Article
๐
1997
๐
John Wiley and Sons
๐
English
โ 306 KB
๐ 2 views
Estimation methods are considered for regression models which have both misclassified discrete covariates and continuous covariates measured with error. Adjusted parameter estimates are obtained using the method of data augmentation, where the true values of the covariates measured with error are re