Perturbation by multiplicative noise and the Simulation Extrapolation method

Biewen, Elena and Nolte, Sandra and Rosemann, Martin (2008) Perturbation by multiplicative noise and the Simulation Extrapolation method. AStA Advances in Statistical Analysis, 92 (4). pp. 375-389. ISSN 1863-8171

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Abstract

While most of the literature on measurement error focuses on additive measurement error, we consider in this paper the multiplicative case. We apply the Simulation Extrapolation method (SIMEX)—a procedure which was originally proposed by Cook and Stefanski (J. Am. Stat. Assoc. 89:1314–1328, 1994) in order to correct the bias due to additive measurement error—to the case where data are perturbed by multiplicative noise and present several approaches to account for multiplicative noise in the SIMEX procedure. Furthermore, we analyze how well these approaches reduce the bias caused by multiplicative perturbation. Using a binary probit model, we produce Monte Carlo evidence on how the reduction of data quality can be minimized.

Item Type:
Journal Article
Journal or Publication Title:
AStA Advances in Statistical Analysis
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2600/2613
Subjects:
ID Code:
64699
Deposited By:
Deposited On:
21 May 2013 08:37
Refereed?:
Yes
Published?:
Published
Last Modified:
01 Jan 2020 08:29