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Department of Statistics, The Ohio State University
Statistics and Biostatistics Colloquium Series
Locally Efficient Semiparametric Estimators for Measurement Error
Models
Yanyuan Ma
SAMSI and CRSC
North Carolina State University
3:30PM - Thursday, January 23, 2004
Room 170, Eighteenth Avenue Bldg. (EA 170)
ABSTRACT
We propose a class of semiparametric estimators in a general setting
of functional measurement error models. The estimators are derived
using estimating equations that are based on the semiparametric
efficient score derived under the (possibly) incorrect distribution
for the "unobserved measured with error" covariates. It is shown
that such estimators are consistent and asymptotically normal even
with misspecification and are efficient if computed under the truth.
Under certain conditions, such estimators yield a closed form
expression which coincides with the efficient score estimator known
in literature. The methods are demonstrated with a simulation study
of linear and quadratic logistic regression model with measurement
error. Such estimators can also be used in inference for auxiliary
parameters in semiparametric mixture models.
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