Regression analysis with covariates that have heteroscedastic measurement error

Abstract

We consider the estimation of the regression of an outcome Y on a covariate X, where X is unobserved, but a variable W that measures X with error is observed. A calibration sample that measures pairs of values of X and W is also available; we consider calibration samples where Y is measured (internal calibration) and not measured (external calibration). One common approach for measurement error correction is Regression Calibration (RC), which substitutes the unknown values of X by predictions from the regression of X on W estimated from the calibration sample. An alternative approach is to multiply impute the missing values of X given Y and W based on an imputation model, and then use multiple imputation (MI) combining rules for inferences. Most of current work assumes that the measurement error of W has a constant variance, whereas in many situations, the variance varies as a function of X. We consider extensions of the RC and MI methods that allow for heteroscedastic measurement error, and compare them by simulation. The MI method is shown to provide better inferences in this setting. We also illustrate the proposed methods using a data set from the BioCycle study.