Cited by 60Statistical Methods and Bayesian InferenceStatistical Methods in EpidemiologyStatistical and numerical algorithms

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

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Hardin, James W., Schmiediche, Henrik, Carroll, Raymond J.·2003·The Stata Journal Promoting communications on statistics and Stata

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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  • Missing data bias was examined using multiple imputation, and whether correcting random measurement error in health behaviors increased their capacity to explain observed SES/personality risks was examined using simulation extrapolation.

    “We examined missing data bias using multiple imputation (37) and whether correcting random measurement error in health behaviors increased their capacity to explain observed SES/ personality risks, using simulation extrapolation (38).”

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  1. Cook, J. and L. A. Stefanski. 1995. A simulation extrapolation method for parametric measurement error models. Journal of the American Statistical Association 89: 1314- 1328.

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Authors
Hardin, J. W., Schmiediche, H., & Carroll, R. J.
Affiliations
  • University of South Carolina (US)
  • Texas A&M University (US)
Corresponding author
  • Hardin, James W.
  • Schmiediche, Henrik
  • Carroll, Raymond J.
Venue
The Stata Journal Promoting communications on statistics and Stata
Published
2003-12
Volume
3
Issue
4
Pages
373-385
ISSN
  • 1536-867X (ISSN-L)
  • 1536-8734
OpenAlex
W2188999893
Cited by
60
References
7
Citations by year
2026: 1 · 2025: 3 · 2024: 2 · 2023: 6 · 2022: 5 · 2021: 4 · 2019: 4 · 2018: 2 · 2017: 1 · 2016: 4 · 2015: 4 · 2014: 3 · 2013: 1 · 2012: 4
FWCI
1.02
Type
journal article
Language
en
Open access
Locations
  • The Stata Journal Promoting communications on statistics and Stata (publishedVersion)
  • RePEc: Research Papers in Economics (submittedVersion)
  • AgEcon Search (University of Minnesota, USA) (submittedVersion, cc-by-nc-nd)
  • AgEcon Search (University of Minnesota, USA)
Funders
  • National Institutes of Health
  • National Center for Research Resources
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods in Epidemiology
  • Physical Sciences › Mathematics › Applied Mathematics › Statistical and numerical algorithms
Keywords
SIMEX, measurement error, generalized linear models, additive measurement error, Stata implementation

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