Improved regression calibration

The likelihood for generalized linear models with covariate measurement error cannot in general be expressed in closed form which makes maximum likelihood estimation taxing. A popular alternative is regression calibration which is computationally efficient at the cost of inconsistent estimation. We propose an improved regression calibration approach, a general pseudo maximum likelihood estimation method based on a conveniently decomposed form of the likelihood. It is both consistent and computationally efficient, and produces point estimates and estimated standard errors which are practically identical to those obtained by maximum likelihood. Simulations suggest that improved regression calibration which is easy to implement in standard software, works well in a range of situations

Bayesian analysis of order-statistics models for ranking data

data augmentation, Gibbs sampling, order-statistics model, ranking data,