Simulation-Extrapolation: The Measurement Error Jackknife
Simulation-Extrapolation: The Measurement Error Jackknife
Abstract This article provides theoretical support for our simulation-based estimation procedure, SIMEX, for measurement error models. We do so by establishing a strong relationship between SIMEX estimation and jackknife estimation. A result of our investigation is the identification of a variance estimation method for SIMEX that parallels jackknife variance estimation. …