Estimation in Regression Models with Externally Estimated Parameters
Document Type
Article
Publication Date
2006
Abstract
In many regression applications, some of the model parameters are estimated from separate data sources. Typically, these estimates are plugged into the regression model and the remainder of the parameters is estimated from the primary data source. This situation arises frequently in compartment modeling when there is an external input function to the system. This paper provides asymptotic and bootstrap-based approaches for accounting for all sources of variability when computing standard errors for estimated regression model parameters. Examples and simulations are provided to motivate and illustrate the ideas.
Repository Citation
Tarpey, T.,
& Ogden, R. T.
(2006). Estimation in Regression Models with Externally Estimated Parameters. Biostatistics, 7 (1), 115-129.
https://corescholar.libraries.wright.edu/math/183
DOI
10.1093/biostatistics/kxi044
