Statistica Sinica 13(2003), 111-127
ESTIMATION OF A LOGISTIC REGRESSION MODEL
WITH MISMEASURED OBSERVATIONS
K. F. Cheng and H. M. Hsueh
National Central University and National Chengchi University
Abstract:
We consider the estimation problem of a logistic regression model. We assume
the response observations and covariate values are both subject to measurement
errors. We discuss some parametric and semiparametric estimation methods
using mismeasured observations with validation data and derive their asypmtotic
distributions. Our results are extentions of some well known results in the
literature. Comparisons of the asymptotic covariance matrices of the studied
estimators are made, and some lower and upper bounds for the asymptotic
relative efficiencies are given to show the advantages of the semiparametric
method. Some simulation results also show the method performs well.
Key words and phrases:
Kernel estimation, estimated likelihood, logistic
regression, measurement error, misclassification.