Miscellanea. Surprising effects of measurement error on an aggregate data estimator
短札:测量误差对汇总数据估计量的反常影响
In a generalised linear model with a single, normally distributed covariate, for the most part the effect of normally distributed additive measurement error is attenuation, i.e. asymptotic bias towards the null. Prentice & Sheppard (1995) suggested a marginalised random effects approach to combining the results of different studies on binary outcomes. We show that, in probit regression, when the number of observations per study is large, under the stated normality…