A simulation study of statistical tests in logistic measurement error models

被引:1
|
作者
Thoresen, Magne [1 ]
Laake, Petter [1 ]
机构
[1] Univ Oslo, Inst Basic Med Sci, Dept Biostat, N-0317 Oslo, Norway
关键词
logistic regression; measurement error; regression calibration; likelihood ratio; simulation; score test; ASYMPTOTIC RELATIVE EFFICIENCY; GENERALIZED LINEAR-MODEL; SCORE TESTS; LIKELIHOOD ESTIMATION; CONFIDENCE-INTERVALS; REGRESSION; VARIABLES; ASSOCIATION; HYPOTHESES; EXPOSURE;
D O I
10.1080/10629360600589541
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Measurement error models in logistic regression have been subject to much research during the last 10-15 years. In this work, we will focus on statistical testing in these models. We will compare the measurement error likelihood ratio test with a Wald-type test based on the so-called regression calibration method with both asymptotic- and bootstrap standard errors, and the score test, in some finite sample situations. We find that all tests perform approximately equally with regard to empirical power. With regard to the empirical test size, the Wald-type test based on the asymptotic standard error was too conservative, whereas the Wald-type test based on a trimmed boostrap standard error performed quite unstably. In summary, we will recommend the use of likelihood ratio tests or score tests in logistic measurement error situations.
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页码:683 / 694
页数:12
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