Covariate Measurement Error in Logistic Regression

In a logistic regression model when covariates are subject to measurement error the naive estimator, obtained by regressing on the observed covariates, is asymptotically biased. We introduce a bias-adjusted estimator and two estimators appropriate for normally distributed measurement errors -a functional maximum likelihood estimator and an estimator which exploits the consequences of sufficiency. The four proposals are studied asymptotically under conditions which are appropriate when the measurement error is small. A small Monte Carlo study illustrates the superiority of the measurement-error estimators in certain situations.