2016
DOI: 10.1177/0962280216667764
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Bayesian correction for covariate measurement error: A frequentist evaluation and comparison with regression calibration

Abstract: Bayesian approaches for handling covariate measurement error are well established, and yet arguably are still relatively little used by researchers. For some this is likely due to unfamiliarity or disagreement with the Bayesian inferential paradigm. For others a contributory factor is the inability of standard statistical packages to perform such Bayesian analyses. In this paper we first give an overview of the Bayesian approach to handling covariate measurement error, and contrast it with regression calibrati… Show more

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Cited by 39 publications
(38 citation statements)
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References 40 publications
(102 reference statements)
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“…We’ve proposed a framework which is robust to heteroscedastic variance while maintaining ease of interpretation for use by clinicians and other non-statisticians. As well, the implementation of a Bayesian framework negates the issue of a biased estimate for the ICC, as Bayesian estimates do not rely on closed-form approximations and normal distribution asymptotic theory [ 32 , 42 ].…”
Section: Discussionmentioning
confidence: 99%
See 1 more Smart Citation
“…We’ve proposed a framework which is robust to heteroscedastic variance while maintaining ease of interpretation for use by clinicians and other non-statisticians. As well, the implementation of a Bayesian framework negates the issue of a biased estimate for the ICC, as Bayesian estimates do not rely on closed-form approximations and normal distribution asymptotic theory [ 32 , 42 ].…”
Section: Discussionmentioning
confidence: 99%
“…This is particularly pertinent in models that include variance functions or other terms that introduce parameters in nonlinear forms, place constraints on parameters, or estimate nonlinear functions of parameters such as ICCs. It is known that Bayesian estimates can be more precise than their frequentist counterparts, especially when prior information is informative [ 32 ]. By illustrating our approach on an evaluation of the increasingly popular Observer OPTION 5 tool, we hope to catalyze the adoption of more meaningful and informative computations of ICC across all health measurement scale applications.…”
Section: Introductionmentioning
confidence: 99%
“…The three statistical methods, each of which assume a linear relationship between monitored and clinician time, gave similar results. Bartlett [ 19 ] found that the full Bayesian analysis gave more biased results than regression calibration for small effect sizes when the reliability of the imputation model was low. However, regression calibration can underestimate regression coefficients for large effect estimates [ 20 ].…”
Section: Discussionmentioning
confidence: 99%
“…Recently, a number of methods have been proposed to account for shared error components through the integration of multiple realizations of exposure estimates in risk estimation [ 13 15 ]. In our view, the Bayesian hierarchical approach is another promising framework in this context [ 26 , 33 ]. It is arguably the most flexible approach to account for exposure uncertainty and corrected parameter estimates can be obtained by Markov Chain Monte Carlo sampling.…”
Section: Discussionmentioning
confidence: 99%