Corrected score estimation via complex variable simulation extrapolation
Corrected score estimation via complex variable simulation extrapolation
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DOI：
10.1198/016214502760047005
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发表时间：
2002-06-01
影响因子：
3.7
通讯作者：
Stefanski, LA
中科院分区：
文献类型：
--
作者：
Novick, SJ;Stefanski, LA
本文提出了一种计算有误差测量数据分析的无偏估计方程的Monte Carlo方法，得到了由Monte Carlo估计方程导出的估计量的渐近分布结果。该方法与实例，应用程序和模拟研究。蒙特卡洛估计方程是中村意义下的修正分数，所提出的方法与Cook和Stefanski描述的模拟方法密切相关。
A Monte Carlo method of computing unbiased estimating equations for the analysis of data measured with error is described, Asymptotic distribution results are obtained for estimators derived from the Monte Carlo estimating equations. The method is illustrated with examples, applications, and simulation studies. The Monte Carlo estimating equations are corrected scores in the sense of Nakamura, and the proposed methods are closely related to the simulation method described by Cook and Stefanski.