Bayesian methodsBayesian / computational

MCMC with Measurement Error

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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Sources

  1. 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
  2. Richardson, S. & Gilks, W. R. (1993). A Bayesian approach to measurement error problems in epidemiology using conditional independence models. American Journal of Epidemiology, 138(6), 430-442. link

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Referenced by

ScholarGateMCMC with Measurement Error (Markov Chain Monte Carlo with Measurement Error Models). Retrieved 2026-06-04 from https://scholargate.app/en/bayesian/mcmc-with-measurement-error