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| Metropolis-Hastings med målefejl× | MCMC med målefejl× | |
|---|---|---|
| Fagområde | Bayesiansk | Bayesiansk |
| Familie | Bayesian methods | Bayesian methods |
| Oprindelsesår≠ | 1953 (base algorithm); 1990s (measurement-error application) | 1993 |
| Ophavsperson≠ | Metropolis et al. (1953); measurement-error extension developed in the 1990s Bayesian literature | Richardson & Gilks; Carroll, Ruppert & Stefanski |
| Type≠ | MCMC sampling algorithm | Bayesian computational estimation |
| Oprindelig kilde≠ | Carroll, R. J., Ruppert, D., Stefanski, L. A., & Crainiceanu, C. M. (2006). Measurement Error in Nonlinear Models: A Modern Perspective (2nd ed.). Chapman and Hall/CRC. ISBN: 978-1584886334 | Carroll, R. J., Ruppert, D., Stefanski, L. A. & Crainiceanu, C. M. (2006). Measurement Error in Nonlinear Models: A Modern Perspective (2nd ed.). Chapman & Hall/CRC. ISBN: 978-1584886334 |
| Aliasser | MH with measurement error, Metropolis-Hastings errors-in-variables, MCMC errors-in-variables, Bayesian errors-in-variables MCMC | MCMC errors-in-variables, Bayesian measurement error MCMC, MCMC misclassification model, Bayesian errors-in-variables |
| Relaterede≠ | 4 | 6 |
| Resumé≠ | Metropolis-Hastings with measurement error is a Bayesian MCMC approach that jointly estimates model parameters and the true (unobserved) covariate values when predictors or outcomes are recorded with noise. By treating the latent true values as unknown parameters, it propagates measurement uncertainty fully into posterior inference rather than ignoring it or correcting for it post hoc. | MCMC with measurement error applies Markov chain Monte Carlo sampling to Bayesian models that explicitly account for the fact that covariates or outcomes are observed with error. By treating the true, unobserved values as latent variables and sampling their joint posterior alongside all other parameters, the method corrects for attenuation bias and produces valid inference even when some variables cannot be measured exactly. |
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