首页 | 本学科首页   官方微博 | 高级检索  
     


Quasi Score is more Efficient than Corrected Scorein a Polynomial Measurement Error Model
Authors:Sergiy Shklyar  Hans Schneeweiss  Alexander Kukush
Affiliation:(1) Kiev National Taras Shevchenko University, Vladimirskaya st. 60, 01033 Kiev, Ukraine;(2) University of Munich, Akademiestr. 1, 80799 Munich, Germany
Abstract:We consider a polynomial regression model, where the covariate is measured with Gaussian errors. The measurement error variance is supposed to be known. The covariate is normally distributed with known mean and variance. Quasi score (QS) and corrected score (CS) are two consistent estimation methods, where the first makes use of the distribution of the covariate (structural method), while the latter does not (functional method). It may therefore be surmised that the former method is (asymptotically) more efficient than the latter one. This can, indeed, be proved for the regression parameters. We do this by introducing a third, so-called simple score (SS), estimator, the efficiency of which turns out to be intermediate between QS and CS. When one includes structural and functional estimators for the variance of the error in the equation, SS is still more efficient than CS. When the mean and variance of the covariate are not known and have to be estimated as well, one can still maintain that QS is more efficient than SS for the regression parameters.
Keywords:Quasi score  Corrected score  Polynomial model  Measurement errors  Efficiency  Structural methods  Functional methods
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号