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Abstract This article provides theoretical support for our simulation-based estimation procedure, SIMEX, for measurement error models. We do so by establishing a strong relationship between SIMEX estimation and jackknife estimation. A result of our investigation is the identification of a variance estimation method for SIMEX that parallels jackknife variance estimation. Data from the Framingham Heart Study are used to illustrate the variance estimation procedure in logistic regression measurement error models.
Stefanski et al. (1995) studied this question.