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PSIMEX

We provide a tool for the pseudo-simulation extrapolation method for misspecified models with errors-in-variables.

Usage

You first need to load "functions.R" and install R package "MASS". We describe the data generation and how to conduct pseudo-simulation extrapolation method for given dataset in "main.R". After running the "main.R", you can obtain the point estimator, variance estimator and $p$-value of the pseudo-SIMEX method.

License

This R file is free and open source software, licensed under GPL (>=2).

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Pseudo-SIMEX Approach

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