Laplace approximation for measurement error correction in generalized linear (mixed) models
نویسنده
چکیده
The Laplace approximation is applied to measurement error models when the likelihood function involves high dimensional integrals. The cases considered are generalized linear models with multiple covariates measured with error and generalized linear mixed models with measurement error in the covariates. The asymptotic order of the approximation and the asymptotic properties of the Laplace-based estimator for these models are shown to depend on the measurement error variance. Simulation studies are presented to illustrate the performance of the method.
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