We develop Bayesian methodology for the analysis of case-control data with covariate imprecision. The pretense that the distribution of the imprecisely measured covariate is discrete on a heuristically chosen support set leads to a method which is reasonably simple to implement, and can be applied to different study designs. The methodological development emphasizes the interplay between retrospective and prospective analysis. We illustrate the method on simulated data, and on data from a cancer study where smoking history is the imprecisely measured covariate.
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Paul Gustafson (2002) studied this question.
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