Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/31104 
Year of Publication: 
2006
Series/Report no.: 
Discussion Paper No. 473
Publisher: 
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen, München
Abstract: 
Most epidemiological studies suffer from misclassification in the response and/or the covariates. Since ignoring misclassification induces bias on the parameter estimates, correction for such errors is important. For measurement error, the continuous analog to misclassification, a general approach for bias correction is the SIMEX (simulation extrapolation) originally suggested by Cook and Stefanski (1994). This approach has been recently extended to regression models with a possibly misclassified categorical response and/or the covariates by K¨uchenhoff et al. (2005), and is called the MC-SIMEX approach. To assess the importance of a regressor not only its (corrected) estimate is needed, but also its standard error. For the original SIMEX approach. Carroll et al. (1996) developed a method for estimating the asymptotic variance. Here we derive the asymptotic variance estimators for the MC-SIMEX approach, extending the methodology of Carroll et al. (1996). We also include the case where the misclassification probabilities are estimated by a validation study. An extensive simulation study shows the good performance of our approach. The approach is illustrated using an example in caries research including a logistic regression model, where the response and a binary covariate are possibly misclassified.
Subjects: 
misclassification
SIMEX approach
variance estimation
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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