Locally efficient semiparametric estimators for functional measurement error models

Citation
A. Tsiatis, Anastasios et Ma, Yanyuan, Locally efficient semiparametric estimators for functional measurement error models, Biometrika , 91(4), 2004, pp. 835-848
Journal title
ISSN journal
00063444
Volume
91
Issue
4
Year of publication
2004
Pages
835 - 848
Database
ACNP
SICI code
Abstract
A class of semiparametric estimators are proposed in the general setting of functional measurement error models. The estimators follow from estimating equations that are based on the semiparametric efficient score derived under a possibly incorrect distributional assumption 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. The methods are demonstrated with a simulation study of a quadratic logistic regression model with measurement error.