GMM nonparametric correction methods for logistic regression with error-contaminated covariates and partially observed instrumental variables

被引:5
|
作者
Song, Xiao [1 ]
Wang, Ching-Yun [2 ]
机构
[1] Univ Georgia, Dept Epidemiol & Biostat, Athens, GA 30602 USA
[2] Fred Hutchinson Canc Res Ctr, Publ Hlth Sci Div, 1124 Columbia St, Seattle, WA 98104 USA
基金
美国国家科学基金会; 美国国家卫生研究院;
关键词
generalized methods of moments; inverse selection probability weighting; missing at random; COX REGRESSION;
D O I
10.1111/sjos.12364
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider logistic regression with covariate measurement error. Most existing approaches require certain replicates of the error-contaminated covariates, which may not be available in the data. We propose generalized method of moments (GMM) nonparametric correction approaches that use instrumental variables observed in a calibration subsample. The instrumental variable is related to the underlying true covariates through a general nonparametric model, and the probability of being in the calibration subsample may depend on the observed variables. We first take a simple approach adopting the inverse selection probability weighting technique using the calibration subsample. We then improve the approach based on the GMM using the whole sample. The asymptotic properties are derived, and the finite sample performance is evaluated through simulation studies and an application to a real data set.
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页码:898 / 919
页数:22
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