Error-free milestones in error prone measurements
Dylan S. Small and Paul R. Rosenbaum
Source: Ann. Appl. Stat. Volume 3, Number 3 (2009), 881-901.
Abstract
A predictor variable or dose that is measured with substantial error may possess an error-free milestone, such that it is known with negligible error whether the value of the variable is to the left or right of the milestone. Such a milestone provides a basis for estimating a linear relationship between the true but unknown value of the error-free predictor and an outcome, because the milestone creates a strong and valid instrumental variable. The inferences are nonparametric and robust, and in the simplest cases, they are exact and distribution free. We also consider multiple milestones for a single predictor and milestones for several predictors whose partial slopes are estimated simultaneously. Examples are drawn from the Wisconsin Longitudinal Study, in which a BA degree acts as a milestone for sixteen years of education, and the binary indicator of military service acts as a milestone for years of service.
Keywords: Attenuation; errors in measurement; full matching; instrumental variables; nonbipartite matching; questionnaire design
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aoas/1254773270
Digital Object Identifier: doi:10.1214/08-AOAS233
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