, Volume 6, Issue 1, pp 1-18
Date: 13 Nov 2012

On Method of Moments Estimation in Linear Mixed Effects Models with Measurement Error on Covariates and Response with Application to a Longitudinal Study of Gene-Environment Interaction

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Abstract

We study a linear mixed effects model for longitudinal data, where the response variable and covariates with fixed effects are subject to measurement error. We propose a method of moment estimation that does not require any assumption on the functional forms of the distributions of random effects and other random errors in the model. For a classical measurement error model we apply the instrumental variable approach to ensure identifiability of the parameters. Our methodology, without instrumental variables, can be applied to Berkson measurement errors. Using simulation studies, we investigate the finite sample performances of the estimators and show the impact of measurement error on the covariates and the response on the estimation procedure. The results show that our method performs quite satisfactory, especially for the fixed effects with measurement error (even under misspecification of measurement error model). This method is applied to a real data example of a large birth and child cohort study.

This study has been partially supported by NSERC.