IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v94y2005i2p250-270.html
   My bibliography  Save this article

A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors

Author

Listed:
  • Shklyar, S.
  • Schneeweiss, H.

Abstract

We consider a Poisson model, where the mean depends on certain covariates in a log-linear way with unknown regression parameters. Some or all of the covariates are measured with errors. The covariates as well as the measurement errors are both jointly normally distributed, and the error covariance matrix is supposed to be known. Three consistent estimators of the parameters--the corrected score, a structural, and the quasi-score estimators--are compared to each other with regard to their relative (asymptotic) efficiencies. The paper extends an earlier result for a scalar covariate.

Suggested Citation

  • Shklyar, S. & Schneeweiss, H., 2005. "A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors," Journal of Multivariate Analysis, Elsevier, vol. 94(2), pages 250-270, June.
    • Handle: RePEc:eee:jmvana:v:94:y:2005:i:2:p:250-270
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(04)00105-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Alexander Kukush & Hans Schneeweis & Roland Wolf, 2004. "Three estimators for the poisson regression model with measurement errors," Statistical Papers, Springer, vol. 45(3), pages 351-368, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Kukush Alexander & Shklyar Sergiy & Masiuk Sergii & Likhtarov Illya & Kovgan Lina & Carroll Raymond J & Bouville Andre, 2011. "Methods for Estimation of Radiation Risk in Epidemiological Studies Accounting for Classical and Berkson Errors in Doses," The International Journal of Biostatistics, De Gruyter, vol. 7(1), pages 1-30, February.
    2. Kentarou Wada & Takeshi Kurosawa, 2023. "The Naive Estimator of a Poisson Regression Model with a Measurement Error," JRFM, MDPI, vol. 16(3), pages 1-15, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Holger Breinlich & Dennis Novy & J. M. C. Santos Silva, 2024. "Trade, Gravity, and Aggregation," The Review of Economics and Statistics, MIT Press, vol. 106(5), pages 1418-1426, September.
    2. Joao M.C. Santos Silva & Rainer Winkelmann, 2024. "MisspecifiÂ…ed Exponential Regressions: Estimation, Interpretation, and Average Marginal Effects," School of Economics Discussion Papers 0124, School of Economics, University of Surrey.
    3. Roberto Quinino & Linda Ho & Emílio Suyama, 2013. "Alternative estimator for the parameters of a mixture of two binomial distributions," Statistical Papers, Springer, vol. 54(1), pages 47-69, February.
    4. Schneeweiss, Hans & Cheng, Chi-Lun, 2006. "Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 455-473, February.
    5. Spiegelman Donna & Logan Roger & Grove Douglas, 2011. "Regression Calibration with Heteroscedastic Error Variance," The International Journal of Biostatistics, De Gruyter, vol. 7(1), pages 1-34, January.
    6. Matteo Fiorini & Giorgia Giovannetti & Mauro Lanati & Filippo Santi, 2021. "Asymmetric cultural proximity and greenfield foreign direct investment," The World Economy, Wiley Blackwell, vol. 44(9), pages 2572-2603, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:94:y:2005:i:2:p:250-270. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.