Statistics Papers

Document Type

Journal Article

Date of this Version

2009

Publication Source

Annals of Applied Statistics

Volume

3

Issue

3

Start Page

881

Last Page

901

DOI

10.1214/08-AOAS233

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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Date Posted: 27 November 2017

This document has been peer reviewed.