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The Stata Journal
Volume 3 Number 4: pp. 373-385



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The simulation extrapolation method for fitting generalized linear models with additive measurement error

James W. Hardin
Arnold School of Public Health
University of South Carolina
Columbia, SC 29208
Henrik Schmiediche
Department of Statistics MS-3143
Texas A&M University
College Station, TX 77843-3143
Raymond J. Carroll
Department of Statistics MS-3143
Texas A&M University
College Station, TX 77843-3143
Abstract.   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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View all articles with these keywords: simulation extrapolation, measurement error, instrumental variables, replicate measures, generalized linear models

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