The performance of marginal structural models for estimating risk differences and relative risks using weighted univariate generalized linear models
Austin PC. Stat Methods Med Res. 2024; Apr 24 [Epub ahead of print].
When independent variables are measured with error, ordinary least squares regression can yield parameter estimates that are biased and inconsistent. This article documents an inflation of Type I error rate that can also occur. In addition to analytic results, a large-scale Monte Carlo study shows unacceptably high Type I error rates under circumstances that could easily be encountered in practice. A set of smaller-scale simulations indicate that the problem applies to various types of regression and various types of measurement error.
Brunner J, Austin PC. Can J Stat. 2009; 37(1):33-46.
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