Corrected Score Estimation via Complex Variable Simulation Extrapolation
通过复变量模拟外推进行校正得分估计
A Monte Carlo method of computing unbiased estimating equations for the analysis of data measured with error is described. Asymptotic distribution results are obtained for estimators derived from the Monte Carlo estimating equations. The method is illustrated with examples, applications, and simulation studies. The Monte Carlo estimating equations are corrected scores in the sense of Nakamura, and the proposed methods are closely related to the simulation method described by…