Estimating and testing interactions when explanatory variables are subject to non-classical measurement error

Havi Murad, Victor Kipnis, Laurence S. Freedman

Research output: Contribution to journalArticlepeer-review

1 Scopus citations


Assessing interactions in linear regression models when covariates have measurement error (ME) is complex. We previously described regression calibration (RC) methods that yield consistent estimators and standard errors for interaction coefficients of normally distributed covariates having classical ME. Here we extend normal based RC (NBRC) and linear RC (LRC) methods to a non-classical ME model, and describe more efficient versions that combine estimates from the main study and internal sub-study. We apply these methods to data from the Observing Protein and Energy Nutrition (OPEN) study. Using simulations we show that (i) for normally distributed covariates efficient NBRC and LRC were nearly unbiased and performed well with sub-study size ≥200; (ii) efficient NBRC had lower MSE than efficient LRC; (iii) the naïve test for a single interaction had type I error probability close to the nominal significance level, whereas efficient NBRC and LRC were slightly anti-conservative but more powerful; (iv) for markedly non-normal covariates, efficient LRC yielded less biased estimators with smaller variance than efficient NBRC. Our simulations suggest that it is preferable to use: (i) efficient NBRC for estimating and testing interaction effects of normally distributed covariates and (ii) efficient LRC for estimating and testing interactions for markedly non-normal covariates.

Original languageEnglish
Pages (from-to)1991-2013
Number of pages23
JournalStatistical Methods in Medical Research
Issue number5
StatePublished - 1 Oct 2016
Externally publishedYes

Bibliographical note

Publisher Copyright:
© SAGE Publications.


  • efficient regression calibration
  • errors in variables
  • interaction
  • linear regression calibration
  • measurement error (ME)
  • power
  • regression calibration (RC)
  • type I error probability


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