estimating_weight

Computes observation-specific weights using uniform, minimax, and
quasi-likelihood weighting schemes based on replicate measurements of
contaminated covariates.

internal

Estimation and inference for coefficients of linear EIV models with symmetric measurement errors.
The measurement errors can be homoscedastic or heteroscedastic, for the latter, replication for at least some observations needs to be available. The estimation method and asymptotic inference are
based on a generalised method of moments framework, where the estimating equations are formed from (1) minimising the distance between the empirical phase function (normalised characteristic function) of the response and that of the linear combination of all the covariates at the estimates,
and (2) minimising a corrected least-square discrepancy function. Specifically, for a linear EIV model with p error-prone and q error-free covariates, if replicates are available, the GMM approach is based on a 2(p+q) estimating equations if some replicates are available and based on p+2q estimating equations if no replicate is available.
The details of the method are described in Nghiem and Potgieter (2020) <doi:10.1093/biomet/asaa025> and Nghiem and Potgieter (2025) <doi:10.5705/ss.202022.0331>.

Chang Liu

PhaseGMM

Phase-Function Based Estimation and Inference for Linear
Errors-in-Variables (EIV) Models

Linh Nghiem

estimating_weight function

<dl><dt>W</dt>
<dd>Numeric array of dimension <code>n x p x J</code> containing replicate
measurements of contaminated covariates. Missing replicates should be
coded as <code>NA</code>.</dd>
<dt>method</dt>
<dd>Character string specifying which weights to return.
One of <code>"all"</code>, <code>"uniform"</code>, <code>"minimax"</code>,
or <code>"quasi-likelihood"</code>.</dd>
<dt>gamma</dt>
<dd>Optional non-negative regularisation parameter used in the
quasi-likelihood weights. Defaults to <code>log(n)</code>.</dd></dl>

Arguments

Estimate observation weights for measurement error models — estimating_weight

<dl>

<dt>W</dt>
<dd>Numeric array of dimension <code>n x p x J</code> containing replicate
measurements of contaminated covariates. Missing replicates should be
coded as <code>NA</code>.</dd>


<dt>method</dt>
<dd>Character string specifying which weights to return.
One of <code>"all"</code>, <code>"uniform"</code>, <code>"minimax"</code>,
or <code>"quasi-likelihood"</code>.</dd>


<dt>gamma</dt>
<dd>Optional non-negative regularisation parameter used in the
quasi-likelihood weights. Defaults to <code>log(n)</code>.</dd>

</dl>

estimating_weight: Estimate observation weights for measurement error models

Description

Usage

Value

Arguments