Date of this Version
Annals of Applied Statistics
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.
attenuation, errors in measurement, full matching, instrumental variables, nonbipartite matching, questionnaire design
Small, D. S., & Rosenbaum, P. R. (2009). Error-Free Milestones in Error Prone Measurements. Annals of Applied Statistics, 3 (3), 881-901. http://dx.doi.org/10.1214/08-AOAS233
Date Posted: 27 November 2017
This document has been peer reviewed.