simexprofileCI: Profile likelihood confidence interval for SIMEX

View source: R/simexprofileCI.R

simexprofileCIR Documentation

Profile likelihood confidence interval for SIMEX

Description

Obtains a maximum likelihood estimate of the slope in a simple linear regression model with measurement error in the predictor, using the SIMEX method.

Usage

simexprofileCI(simex.estimates, variance.ratio)

Arguments

simex.estimates

Matrix containing data simulated by SIMEX.

variance.ratio

Ratio of the variance of the predictor to the variance of the outcome.

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 profile likelihood for the true regression slope, with the profile taken over a nuisance parameter representing the ratio of the sampling variance to the variance of the true predictors. The profiling step requires a value for the variance.ratio.

Value

A vector with three elements, the estimated slope and its lower and upper 95% confidence limits.


DudbridgeLab/indexevent documentation built on Sept. 15, 2024, 2:25 a.m.