Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models
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DOI: 10.1016/j.jeconom.2017.06.005
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Cited by:
- Layla Parast & Tanya P. Garcia & Ross L. Prentice & Raymond J. Carroll, 2022. "Robust methods to correct for measurement error when evaluating a surrogate marker," Biometrics, The International Biometric Society, vol. 78(1), pages 9-23, March.
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More about this item
Keywords
Influence function; Linear operator; Measurement error; Nuisance tangent space; Restricted moment model;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
Statistics
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