La. Stefanski et Jr. Cook, SIMULATION-EXTRAPOLATION - THE MEASUREMENT ERROR JACKKNIFE, Journal of the American Statistical Association, 90(432), 1995, pp. 1247-1256
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.