Asymptotics for the SIMEX Estimator in Nonlinear Measurement Error Models
非线性测量误差模型中 SIMEX 估计量的渐近理论
Cook and Stefanski have described a computer-intensive method, the SIMEX method, for approximately consistent estimation in regression problems with additive measurement error. In this article we derive the asymptotic distribution of their estimators and show how to compute estimated standard errors. These standard error estimators can either be used alone or as prepivoting devices in a bootstrap analysis. We also give theoretical justification to some of the phenomena…