simex-package {simex}

Error or misclassification correction in models using (MC)SIMEX

Description

Package simex is an implementation of the SIMEX–algorithm by Cook and Stephanski and the MCSIMEX–Algorithm by Küchenhoff, Mwalili and Lesaffre.

Details

Package:	simex
Type:	Package
Version:	1.8
Date:	2019-07-28
License:	GPL 2 or above
LazyLoad:	yes

The package includes first of all the implementation for the SIMEX– and MCSIMEX–Algorithms. Jackknife and asymptotic variance estimation are implemented. Various methods and analytic tools are provided for a simple and fast access to the SIMEX– and MCSIMEX–Algorithm.

Functions simex() and mcsimex() can be used on models issued from lm(), glm() with asymtotic estimation. Models from nls(), gam() (package mgcv), polr() (package MASS), lme(), nlme() (package nlme) and coxph() (package survival) can also be corrected with these algorithms, but without asymptotic estimations.

Author(s)

Wolfgang Lederer, Heidi Seibold, Helmut Küchenhoff

Maintainer: Wolfgang Lederer,[e-mail]

References

Lederer, W. and Küchenhoff, H. (2006) A short introduction to the SIMEX and MCSIMEX. R News, 6/4, 26 – 31

See Also

simex, mcsimex, misclass

and for functions generating the initial naive models: lm, glm, nls, gam, lme, nlme, polr, coxph

Examples

# See example(simex) and example(mcsimex)
## Seed
set.seed(49494)

## simulating the measurement error standard deviations
sd_me1 <- 0.3
sd_me2 <- 0.4
temp <- runif(100, min = 0, max = 0.6)
sd_me_het1 <- sort(temp)
temp2 <- rnorm(100, sd = 0.1)
sd_me_het2 <- abs(sd_me_het1 + temp2)

## simulating the independent variables x (real and with measurement error):
x_real1 <- rnorm(100)
x_real2 <- rpois(100, lambda = 2)
x_real3 <- -4*x_real1 + runif(100, min = -2, max = 2)  # correlated to x_real

x_measured1 <- x_real1 + sd_me1 * rnorm(100)
x_measured2 <- x_real2 + sd_me2 * rnorm(100)
x_het1 <- x_real1 + sd_me_het1 * rnorm(100)
x_het2 <- x_real3 + sd_me_het2 * rnorm(100)

## calculating dependent variable y:
y1  <- x_real1 + rnorm(100, sd = 0.05)
y2 <- x_real1 + 2*x_real2 + rnorm(100, sd = 0.08)
y3 <- x_real1 + 2*x_real3 + rnorm(100, sd = 0.08)


### one variable with homoscedastic measurement error
(model_real <- lm(y1  ~ x_real1))

(model_naiv <- lm(y1  ~ x_measured1, x = TRUE))

(model_simex <- simex(model_naiv, SIMEXvariable = "x_measured1", measurement.error = sd_me1))
plot(model_simex)


### two variables with homoscedastic measurement errors
(model_real2 <- lm(y2 ~ x_real1 + x_real2))

(model_naiv2 <- lm(y2 ~ x_measured1 + x_measured2, x = TRUE))

(model_simex2 <- simex(model_naiv2, SIMEXvariable = c("x_measured1", "x_measured2"),
                       measurement.error = cbind(sd_me1, sd_me2)))

plot(model_simex2)


### one variable with increasing heteroscedastic measurement error
model_real

(mod_naiv1 <- lm(y1  ~ x_het1, x = TRUE))

(mod_simex1 <- simex(mod_naiv1, SIMEXvariable = "x_het1",
     measurement.error = sd_me_het1, asymptotic = FALSE))

plot(mod_simex1)

## Not run: 
### two correlated variables with heteroscedastic measurement errors
(model_real3 <- lm(y3 ~ x_real1 + x_real3))

(mod_naiv2 <- lm(y3 ~ x_het1 + x_het2, x = TRUE))

(mod_simex2 <- simex(mod_naiv2, SIMEXvariable = c("x_het1", "x_het2"),
                     measurement.error = cbind(sd_me_het1, sd_me_het2), asymptotic = FALSE))
plot(mod_simex2)


### two variables, one with homoscedastic, one with heteroscedastic measurement error
model_real2

(mod_naiv3 <- lm(y2 ~ x_measured1 + x_het2, x = TRUE))

(mod_simex3 <- simex(mod_naiv3, SIMEXvariable = c("x_measured1", "x_het2"),
                     measurement.error = cbind(sd_me1, sd_me_het2), asymptotic = FALSE))


### glm: two variables, one with homoscedastic, one with heteroscedastic measurement error
t <- x_real1 + 2*x_real2
g <- 1 / (1 + exp(-t))
u <- runif(100)
ybin <- as.numeric(u < g)


(logit_real <- glm(ybin ~ x_real1 + x_real2, family = binomial))

(logit_naiv <- glm(ybin ~ x_measured1 + x_het2, x = TRUE, family = binomial))

(logit_simex <- simex(logit_naiv, SIMEXvariable = c("x_measured1", "x_het2"),
                      measurement.error = cbind(sd_me1, sd_me_het2), asymptotic = FALSE))
summary(logit_simex)
print(logit_simex)
plot(logit_simex)

## End(Not run)