Asymptotics for the SIMEX Estimator in Nonlinear Measurement Error Models Academic Article uri icon

abstract

  • Cook and Stefanski have described a computer-intensive method, the SIMEX method, for approximately consistent estimation in regression problems with additive measurement error. In this article we derive the asymptotic distribution of their estimators and show how to compute estimated standard errors. These standard error estimators can either be used alone or as prepivoting devices in a bootstrap analysis. We also give theoretical justification to some of the phenomena observed by Cook and Stefanski in their simulations. Copyright 1996 Taylor & Francis Group, LLC.

published proceedings

  • Journal of the American Statistical Association

author list (cited authors)

  • Carroll, R. J., Kchenhoff, H., Lombard, F., & Stefanski, L. A.

citation count

  • 131

complete list of authors

  • Carroll, Raymond J||Küchenhoff, Helmut||Lombard, F||Stefanski, Leonard A

publication date

  • March 1996