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Theory and Method

Simulation-Extrapolation: The Measurement Error Jackknife

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Pages 1247-1256 | Received 01 Nov 1993, Published online: 27 Feb 2012
 

Abstract

This article provides theoretical support for our simulation-based estimation procedure, SIMEX, for measurement error models. We do so by establishing a strong relationship between SIMEX estimation and jackknife estimation. A result of our investigation is the identification of a variance estimation method for SIMEX that parallels jackknife variance estimation. Data from the Framingham Heart Study are used to illustrate the variance estimation procedure in logistic regression measurement error models.

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