simexprofilellhd: Profile log-likelihood for SIMEX data

In DudbridgeLab/indexevent: Adjustment for index event bias

Profile log-likelihood for SIMEX data

Description

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

Usage

simexprofilellhd(p, simex.estimates, variance.ratio)

Arguments

p	Slope of the simple linear regression.
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 lower bound for this nuisance parameter depends on p and variance.ratio.

Value

Profile log-likelihood evaluated at p for the data in simex.estimates.

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