Re: [R] Package simex

From: Michael Kubovy <kubovy_at_virginia.edu>
Date: Mon, 28 Jan 2008 21:07:27 -0500

On Jan 28, 2008, at 11:30 AM, Liaw, Andy wrote:

> The original paper is:
>
> Cook, J. R. & Stefanski L. A. (1994) Simulation--extrapolation
> estimation in parametric measurement error models. Journal of the
> American Statistical Association, 89, 1314-1328.
>
> From: Michael Kubovy
>>

>> Dear R-helpers,
>>
>> It is not clear to me how you get measurement.error SD when you
>> have a single dataset, and it is not clear to me how sensitive
>> SIMEX is to errors in the estimates of measurement error.
>>
>> Could someone please point me to the relevant literature?
>>

Indeed, the article is cited in the package help. Unfortunately it ends with my question: "Among the limitations of SIMEX estimation the two most notable are the requirement that the measurement error variance be known " (p. 1327).

The study I'm dealing with does not have a history of similar studies that would allow me to estimate the measurement error variance.



Professor Michael Kubovy
University of Virginia
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