simexprofileCI: Profile likelihood confidence interval for SIMEX

Description Usage Arguments Details Value

View source: R/simexprofileCI.R

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

1
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 Jan. 23, 2021, 11:35 a.m.