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度量误差对模型参数估计值的影响及参数估计方法的比较研究 总被引:3,自引:1,他引:3
基于模型V=aDb,首先在Matlab下用模拟实验的方法,研究了度量误差对模型参数估计的影响,结果表明:当V的误差固定而D的误差不断增大时,用通常最小二乘法对模型进行参数估计,参数a的估计值不断增大,参数b的估计值不断减小,参数估计值随着 D的度量误差的增大越来越远离参数真实值;然后对消除度量误差影响的参数估计方法进行研究,分别用回归校准法、模拟外推法和度量误差模型方法对V和D都有度量误差的数据进行参数估计,结果表明:回归校准法、模拟外推法和度量误差模型方法都能得到参数的无偏估计,克服了用通常最小二乘法进行估计造成的参数估计的系统偏差,结果进一步表明度量误差模型方法优于回归校准法和模拟外推法. 相似文献
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George O. Agogo Hilko van der Voet Pieter van't Veer Fred A. van Eeuwijk Hendriek C. Boshuizen 《Biometrical journal. Biometrische Zeitschrift》2016,58(4):766-782
Dietary questionnaires are prone to measurement error, which bias the perceived association between dietary intake and risk of disease. Short‐term measurements are required to adjust for the bias in the association. For foods that are not consumed daily, the short‐term measurements are often characterized by excess zeroes. Via a simulation study, the performance of a two‐part calibration model that was developed for a single‐replicate study design was assessed by mimicking leafy vegetable intake reports from the multicenter European Prospective Investigation into Cancer and Nutrition (EPIC) study. In part I of the fitted two‐part calibration model, a logistic distribution was assumed; in part II, a gamma distribution was assumed. The model was assessed with respect to the magnitude of the correlation between the consumption probability and the consumed amount (hereafter, cross‐part correlation), the number and form of covariates in the calibration model, the percentage of zero response values, and the magnitude of the measurement error in the dietary intake. From the simulation study results, transforming the dietary variable in the regression calibration to an appropriate scale was found to be the most important factor for the model performance. Reducing the number of covariates in the model could be beneficial, but was not critical in large‐sample studies. The performance was remarkably robust when fitting a one‐part rather than a two‐part model. The model performance was minimally affected by the cross‐part correlation. 相似文献
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We consider regression analysis when covariate variables are the underlying regression coefficients of another linear mixed model. A naive approach is to use each subject's repeated measurements, which are assumed to follow a linear mixed model, and obtain subject-specific estimated coefficients to replace the covariate variables. However, directly replacing the unobserved covariates in the primary regression by these estimated coefficients may result in a significantly biased estimator. The aforementioned problem can be evaluated as a generalization of the classical additive error model where repeated measures are considered as replicates. To correct for these biases, we investigate a pseudo-expected estimating equation (EEE) estimator, a regression calibration (RC) estimator, and a refined version of the RC estimator. For linear regression, the first two estimators are identical under certain conditions. However, when the primary regression model is a nonlinear model, the RC estimator is usually biased. We thus consider a refined regression calibration estimator whose performance is close to that of the pseudo-EEE estimator but does not require numerical integration. The RC estimator is also extended to the proportional hazards regression model. In addition to the distribution theory, we evaluate the methods through simulation studies. The methods are applied to analyze a real dataset from a child growth study. 相似文献
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The relationship between a primary endpoint and features of longitudinal profiles of a continuous response is often of interest, and a relevant framework is that of a generalized linear model with covariates that are subject-specific random effects in a linear mixed model for the longitudinal measurements. Naive implementation by imputing subject-specific effects from individual regression fits yields biased inference, and several methods for reducing this bias have been proposed. These require a parametric (normality) assumption on the random effects, which may be unrealistic. Adapting a strategy of Stefanski and Carroll (1987, Biometrika74, 703-716), we propose estimators for the generalized linear model parameters that require no assumptions on the random effects and yield consistent inference regardless of the true distribution. The methods are illustrated via simulation and by application to a study of bone mineral density in women transitioning to menopause. 相似文献
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Summary In large cohort studies, it often happens that some covariates are expensive to measure and hence only measured on a validation set. On the other hand, relatively cheap but error‐prone measurements of the covariates are available for all subjects. Regression calibration (RC) estimation method ( Prentice, 1982 , Biometrika 69 , 331–342) is a popular method for analyzing such data and has been applied to the Cox model by Wang et al. (1997, Biometrics 53 , 131–145) under normal measurement error and rare disease assumptions. In this article, we consider the RC estimation method for the semiparametric accelerated failure time model with covariates subject to measurement error. Asymptotic properties of the proposed method are investigated under a two‐phase sampling scheme for validation data that are selected via stratified random sampling, resulting in neither independent nor identically distributed observations. We show that the estimates converge to some well‐defined parameters. In particular, unbiased estimation is feasible under additive normal measurement error models for normal covariates and under Berkson error models. The proposed method performs well in finite‐sample simulation studies. We also apply the proposed method to a depression mortality study. 相似文献
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We consider estimation problems in capture-recapture models when the covariates or the auxiliary variables are measured with errors. The naive approach, which ignores measurement errors, is found to be unacceptable in the estimation of both regression parameters and population size: it yields estimators with biases increasing with the magnitude of errors, and flawed confidence intervals. To account for measurement errors, we derive a regression parameter estimator using a regression calibration method. We develop modified estimators of the population size accordingly. A simulation study shows that the resulting estimators are more satisfactory than those from either the naive approach or the simulation extrapolation (SIMEX) method. Data from a bird species Prinia flaviventris in Hong Kong are analyzed with and without the assumption of measurement errors, to demonstrate the effects of errors on estimations. 相似文献
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Covariate measurement error in generalized linear models 总被引:1,自引:0,他引:1
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Battauz M 《Biometrical journal. Biometrische Zeitschrift》2011,53(3):411-425
Likelihood analysis for regression models with measurement errors in explanatory variables typically involves integrals that do not have a closed-form solution. In this case, numerical methods such as Gaussian quadrature are generally employed. However, when the dimension of the integral is large, these methods become computationally demanding or even unfeasible. This paper proposes the use of the Laplace approximation to deal with measurement error problems when the likelihood function involves high-dimensional integrals. The cases considered are generalized linear models with multiple covariates measured with error and generalized linear mixed models with measurement error in the covariates. The asymptotic order of the approximation and the asymptotic properties of the Laplace-based estimator for these models are derived. The method is illustrated using simulations and real-data analysis. 相似文献
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Measurement error models in logistic regression have received considerable theoretical interest over the past 10-15 years. In this paper, we present the results of a simulation study that compares four estimation methods: the so-called regression calibration method, probit maximum likelihood as an approximation to the logistic maximum likelihood, the exact maximum likelihood method based on a logistic model, and the naive estimator, which is the result of simply ignoring the fact that some of the explanatory variables are measured with error. We have compared the behavior of these methods in a simple, additive measurement error model. We show that, in this situation, the regression calibration method is a very good alternative to more mathematically sophisticated methods. 相似文献
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Guolo A 《Biometrics》2008,64(4):1207-1214
SUMMARY: We investigate the use of prospective likelihood methods to analyze retrospective case-control data where some of the covariates are measured with error. We show that prospective methods can be applied and the case-control sampling scheme can be ignored if one adequately models the distribution of the error-prone covariates in the case-control sampling scheme. Indeed, subject to this, the prospective likelihood methods result in consistent estimates and information standard errors are asymptotically correct. However, the distribution of such covariates is not the same in the population and under case-control sampling, dictating the need to model the distribution flexibly. In this article, we illustrate the general principle by modeling the distribution of the continuous error-prone covariates using the skewnormal distribution. The performance of the method is evaluated through simulation studies, which show satisfactory results in terms of bias and coverage. Finally, the method is applied to the analysis of two data sets which refer, respectively, to a cholesterol study and a study on breast cancer. 相似文献
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This note clarifies under what conditions a naive analysis using a misclassified predictor will induce bias for the regression coefficients of other perfectly measured predictors in the model. An apparent discrepancy between some previous results and a result for measurement error of a continuous variable in linear regression is resolved. We show that similar to the linear setting, misclassification (even when not related to the other predictors) induces bias in the coefficients of the perfectly measured predictors, unless the misclassified variable and the perfectly measured predictors are independent. Conditional and asymptotic biases are discussed in the case of linear regression, and explored numerically for an example relating birth weight to the weight and smoking status of the mother. 相似文献
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The genetic structure of a tribal population, the Yanomama indians. VII. Anthropometric differences among Yanomama villages 总被引:3,自引:0,他引:3
R S Spielman F J Da Rocha L R Weitkamp R H Ward J V Neel N A Chagnon 《American journal of physical anthropology》1972,37(3):345-356
Anthropometric data on 12 variables in 19 villages of the Yanomama Indians demonstrate significant heterogeneity in physique among villages of this tribe. Mahalanobis' distances (D2) calculated from the data lead to the tentative conclusion of a general correspondence between anthropometric and geographic distances separating villages. The mean stature of the Yanomama is smaller than that of most other South American tribes which have been measured, and the Yanomama are genetically distinct from the other small Indians as shown by genetic distances based on allele frequencies for a variety of genetic markers. Since some subjects were measured more than once by the same and by different observers, it was possible to calculate approximate estimates of variance within and between observers. Univariate analysis indicates that face height and nose height are especially susceptible to systematic differences in technique between observers. The variances obtained in this field study compare favorably with those of some classical laboratory studies described in the literature. It was found that measurement error nevertheless probably makes a substantial contribution to anthropometric distance between villages. The median error variance as a fraction of that of Herskovits ('30) is 0.62 for the seven measurements in common with this study. The median value of the error variance for the 12 variables in this study is between 16% and 17% of the total variance. 相似文献
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Victor Kipnis Laurence S. Freedman Raymond J. Carroll Douglas Midthune 《Biometrics》2016,72(1):106-115
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Uncertainty concerning the measurement error properties of self-reported diet has important implications for the reliability of nutritional epidemiology reports. Biomarkers based on the urinary recovery of expended nutrients can provide an objective measure of short-term nutrient consumption for certain nutrients and, when applied to a subset of a study cohort, can be used to calibrate corresponding self-report nutrient consumption assessments. A nonstandard measurement error model that makes provision for systematic error and subject-specific error, along with the usual independent random error, is needed for the self-report data. Three estimation procedures for hazard ratio (Cox model) parameters are extended for application to this more complex measurement error structure. These procedures are risk set regression calibration, conditional score, and nonparametric corrected score. An estimator for the cumulative baseline hazard function is also provided. The performance of each method is assessed in a simulation study. The methods are then applied to an example from the Women's Health Initiative Dietary Modification Trial. 相似文献
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Summary . In many longitudinal clinical studies, the level and progression rate of repeatedly measured biomarkers on each subject quantify the severity of the disease and that subject's susceptibility to progression of the disease. It is of scientific and clinical interest to relate such quantities to a later time-to-event clinical endpoint such as patient survival. This is usually done with a shared parameter model. In such models, the longitudinal biomarker data and the survival outcome of each subject are assumed to be conditionally independent given subject-level severity or susceptibility (also called frailty in statistical terms). In this article, we study the case where the conditional distribution of longitudinal data is modeled by a linear mixed-effect model, and the conditional distribution of the survival data is given by a Cox proportional hazard model. We allow unknown regression coefficients and time-dependent covariates in both models. The proposed estimators are maximizers of an exact correction to the joint log likelihood with the frailties eliminated as nuisance parameters, an idea that originated from correction of covariate measurement error in measurement error models. The corrected joint log likelihood is shown to be asymptotically concave and leads to consistent and asymptotically normal estimators. Unlike most published methods for joint modeling, the proposed estimation procedure does not rely on distributional assumptions of the frailties. The proposed method was studied in simulations and applied to a data set from the Hemodialysis Study. 相似文献