Abstract
We discuss robust estimates based on leverage downweighting of the coefficients in logistic regression case-control studies when the true predictor X is an unobserved continuous random variable, and instead a surrogate W is observed with nondifferential measurement error. The asymptotic theory of the estimates is derived, and consistent standard error estimates obtained. An illustrative example shows that the adverse effects of outliers upon standard methods can be somewhat ameliorated by our techniques.
Our research was supported by a grant from the National Cancer Institute. We thank Ed Davis for providing the data used in the example, and Glen Satten and Larry Kupper for providing a preprint of their paper.
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© 1994 Springer-Verlag New York, Inc.
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Wang, C.Y., Carroll, R.J. (1994). On Robust Estimation In Case-Control Studies with Errors in Covariates. In: Gupta, S.S., Berger, J.O. (eds) Statistical Decision Theory and Related Topics V. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2618-5_9
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DOI: https://doi.org/10.1007/978-1-4612-2618-5_9
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