Asymptotic Variance Estimation for the Misclassification SIMEX

Küchenhoff, Helmut ; Lederer, Wolfgang and Lesaffre, Emmanuel (2006): Asymptotic Variance Estimation for the Misclassification SIMEX. Collaborative Research Center 386, Discussion Paper 473

Abstract

Most epidemiological studies suffer from misclassification in the response and/or the covariates. Since ignoring misclassification induces bias on the parameter estimates, correction for such errors is important. For measurement error, the continuous analog to misclassification, a general approach for bias correction is the SIMEX (simulation extrapolation) originally suggested by Cook and Stefanski (1994). This approach has been recently extended to regression models with a possibly misclassified categorical response and/or the covariates by Küchenhoff et al. (2005), and is called the MC-SIMEX approach. To assess the importance of a regressor not only its (corrected) estimate is needed, but also its standard error. For the original SIMEX approach. Carroll et al. (1996) developed a method for estimating the asymptotic variance. Here we derive the asymptotic variance estimators for the MC-SIMEX approach, extending the methodology of Carroll et al. (1996). We also include the case where the misclassification probabilities are estimated by a validation study. An extensive simulation study shows the good performance of our approach. The approach is illustrated using an example in caries research including a logistic regression model, where the response and a binary covariate are possibly misclassified.

• Item Type: Paper
• Keywords: Misclassification, SIMEX approach, variance estimation
• Faculties: Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386; Special Research Fields > Special Research Field 386
• Subjects: 500 Science > 510 Mathematics
• Language: English