[R] Package simex
Michael Kubovy
kubovy at virginia.edu
Tue Jan 29 03:07:27 CET 2008
On Jan 28, 2008, at 11:30 AM, Liaw, Andy wrote:
> The original paper is:
>
> Cook, J. R. & Stefanski L. A. (1994) Simulation--extrapolation
> estimation in parametric measurement error models. Journal of the
> American Statistical Association, 89, 1314-1328.
>
> From: Michael Kubovy
>>
>> Dear R-helpers,
>>
>> It is not clear to me how you get measurement.error SD when you
>> have a single dataset, and it is not clear to me how sensitive
>> SIMEX is to errors in the estimates of measurement error.
>>
>> Could someone please point me to the relevant literature?
>>
Indeed, the article is cited in the package help. Unfortunately it
ends with my question: "Among the limitations of SIMEX estimation …
the two most notable are the requirement that the measurement error
variance be known …" (p. 1327).
The study I'm dealing with does not have a history of similar studies
that would allow me to estimate the measurement error variance.
_____________________________
Professor Michael Kubovy
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