simexllhd: Log-likelihood for SIMEX data

In DudbridgeLab/indexevent: Adjustment for index event bias

Description

Calculates the log-likelihood in a simple linear regression model with measurement error in the predictor, using the SIMEX method.

Usage

simexllhd(pvar, pmean, simex.estimates)

Arguments

pvar	Ratio of the sampling variance to the variance of the true predictors, on the log scale.
pmean	Slope of the simple linear regression.
simex.estimates	Matrix containing data simulated by SIMEX.

Details

simex.estimates is a matrix with three columns. Column 1 contains the values of lambda under which measurement error is simulated. Column 2 contains the estimated slopes for each value of lambda. Column 3 contains the sampling variances of the estimated slopes.

The likelihood is a function of two parameters, the true slope of the simple linear regression and a parameter representing the ratio of the sampling variance to the variance of the true predictors. As this parameter must be positive, it is estimated on the log scale.

Value

Log-likelihood evaluated at pvar and pmean for the data in simex.estimates.

DudbridgeLab/indexevent documentation built on Jan. 23, 2021, 11:35 a.m.