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Estimating and testing interactions in linear regression models when explanatory variables are subject to classical
Havi Murad1, Laurence S Freedman
1Department of Mathematics and Statistics, Bar-Ilan University, Ramat-Gan, Israel. HaviM@gertner.health.gov.il
This study introduces regression calibration (RC) and method of moments (MM) for linear regression with measurement error in interactions. RC offers accurate estimates and reliable testing under normality, outperforming MM.
Area of Science:
- Biostatistics
- Statistical Modeling
Background:
- Classical measurement error in explanatory variables complicates linear regression, especially for interaction terms.
- Existing methods often require strict assumptions or struggle with correlated errors and low reliability.
Purpose of the Study:
- To develop simple, consistent methods for estimating and testing interactions in linear regression with measurement error.
- To compare the performance of method of moments (MM) and regression calibration (RC) under various conditions.
Main Methods:
- Development of moment-based (MM) and regression calibration (RC) estimators for regression coefficients and standard errors.
- Simulation studies to evaluate bias, variance, and type I error rates under normality and non-normality assumptions.
- Application to a real-world example involving homocysteine, serum folate, and B12 levels.
Main Results:
- Regression calibration (RC) provides nearly unbiased estimators with superior performance over MM in bias and variance under normality.
- RC correctly controls the type I error rate for interaction term testing.
- Method of moments (MM) is recommended when true covariates deviate from normality.
Conclusions:
- RC is a robust and accurate method for handling measurement error in interaction terms within linear regression models, particularly under normality.
- MM serves as a viable alternative when normality assumptions are violated.
- The developed methods offer practical solutions for complex statistical modeling in observational studies.
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