Abstract

Abstract This paper considers comparisons between several approaches producing consistent estimators in functional comparative calibration models, which can be seen as a special case of the linear multivariate measurement error models. Following Stefanski and Carroll (1987, Biometrika 74, 703–716) we also derive conditional and sufficiency scores by conditioning on some sufficient statistics for the incidental parameters. The asymptotic distributions associated with the different estimators are studied and it is shown that the conditional score is equivalent to the maximum likelihood estimator. Asymptotic relative efficiencies and results of a small-scale simulation study comparing the different approaches are reported.

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