SIMULATION-EXTRAPOLATION - THE MEASUREMENT ERROR JACKKNIFE

This article provides theoretical support for our simulation-based est imation procedure, SIMEX, for measurement error models. We do so by es tablishing a strong relationship between SIMEX estimation and jackknif e estimation. A result of our investigation is the identification of a variance estimation method for SIMEX that parallels jackknife varianc e estimation. Data from the Framingham Heart Study are used to illustr ate the variance estimation procedure in logistic regression measureme nt error models.