Ignoring measurement error may cause bias in the estimation of regression parameters. When the true covariates are unobservable, multiple imprecise measurements can be used in the analysis to correct for the associated bias. We suggest a simple estimating procedure that gives consistent estimates of regression parameters by using the repeated measurements with error. The relative Pitman efficiency of our estimator based on models with and without measurement error has been found to be a simple function of the number of replicates and the ratio of intra- to inter-variance of the true covariate. The procedure thus provides a guide for deciding the number of repeated measurements in the design stage. An example from a survey study is presented.
ASJC Scopus subject areas
- Statistics and Probability
- Biochemistry, Genetics and Molecular Biology(all)
- Immunology and Microbiology(all)
- Agricultural and Biological Sciences(all)
- Applied Mathematics