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Biometrika 1996 83(4):801-812; doi:10.1093/biomet/83.4.801
© 1996 by Biometrika Trust
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A note on covariate measurement error in nonlinear mixed effects models

NAISYIN WANG and MARIE DAVIDIAN

Department of Statistics, Texas A&M University College Station, Texas 77843, U.S.A.
Department of Statistics, Box 8203, North Carolina State University Raleigh, North Carolina 27695-8203, U.S.A.

Little is known about the effects of measurement error in intra-individual covariates on inference for the nonlinear mixed effects model. We investigate this issue for a controlled variable measurement error model, and find that a major consequence may be substantial bias in estimates of parameters characterising intra-individual variation. Estimation of population parameters may also be affected. The dramatic effect of measurement error on estimation of intra-individual variance parameters has implications not only in the repeated measurement context, but also in individual nonlinear regression models.

Key Words: Controlled variable model • Generalised least squares • Small sigma • Two-stage estimation • Variance function estimation


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