IDEAS home Printed from https://ideas.repec.org/a/spr/aistmt/v64y2012i3p475-493.html
   My bibliography  Save this article

Instrumental variable approach to covariate measurement error in generalized linear models

Author

Listed:
  • Taraneh Abarin
  • Liqun Wang

Abstract

No abstract is available for this item.

Suggested Citation

  • Taraneh Abarin & Liqun Wang, 2012. "Instrumental variable approach to covariate measurement error in generalized linear models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 475-493, June.
    • Handle: RePEc:spr:aistmt:v:64:y:2012:i:3:p:475-493
    DOI: 10.1007/s10463-010-0319-0
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10463-010-0319-0
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10463-010-0319-0?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    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. Susanne M. Schennach, 2004. "Estimation of Nonlinear Models with Measurement Error," Econometrica, Econometric Society, vol. 72(1), pages 33-75, January.
    2. Amemiya, Takeshi, 1973. "Regression Analysis when the Dependent Variable is Truncated Normal," Econometrica, Econometric Society, vol. 41(6), pages 997-1016, November.
    3. Daniel W. Schafer, 2001. "Semiparametric Maximum Likelihood for Measurement Error Model Regression," Biometrics, The International Biometric Society, vol. 57(1), pages 53-61, March.
    4. Schennach, Susanne M., 2004. "Nonparametric Regression In The Presence Of Measurement Error," Econometric Theory, Cambridge University Press, vol. 20(6), pages 1046-1093, December.
    5. Liqun Wang & Alexandre Leblanc, 2008. "Second-order nonlinear least squares estimation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(4), pages 883-900, December.
    6. Vaart,A. W. van der, 2000. "Asymptotic Statistics," Cambridge Books, Cambridge University Press, number 9780521784504, October.
    7. Wang, Liqun & Hsiao, Cheng, 2011. "Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 165(1), pages 30-44.
    8. Delaigle, Aurore & Meister, Alexander, 2007. "Nonparametric Regression Estimation in the Heteroscedastic Errors-in-Variables Problem," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1416-1426, December.
    9. Wang, Liqun, 1998. "Estimation of censored linear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 84(2), pages 383-400, June.
    10. Li, Tong & Vuong, Quang, 1998. "Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 139-165, May.
    11. Schennach, Susanne M., 2008. "Quantile Regression With Mismeasured Covariates," Econometric Theory, Cambridge University Press, vol. 24(4), pages 1010-1043, August.
    12. Susanne M Schennach, 2007. "Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models," Econometrica, Econometric Society, vol. 75(1), pages 201-239, January.
    13. Surupa Roy & Tathagata Banerjee, 2006. "A Flexible Model for Generalized Linear Regression with Measurement Error," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(1), pages 153-169, March.
    14. Aurore Delaigle & Peter Hall & Peihua Qiu, 2006. "Nonparametric methods for solving the Berkson errors‐in‐variables problem," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(2), pages 201-220, April.
    15. Li, Tong & Hsiao, Cheng, 2004. "Robust estimation of generalized linear models with measurement errors," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 51-65.
    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. Weiming Yang & Yiping Yang, 2020. "Composite quantile regression estimation of linear error-in-variable models using instrumental variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(1), pages 1-16, January.
    2. Heng Chen & Matthew Strathearn & Marcel Voia, 2021. "Consumer Cash Withdrawal Behaviour: Branch Networks and Online Financial Innovation," Staff Working Papers 21-28, Bank of Canada.
    3. Kun Xu & Yanyuan Ma & Liqun Wang, 2015. "Instrument Assisted Regression for Errors in Variables Models with Binary Response," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(1), pages 104-117, 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. Susanne M. Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers 41/12, Institute for Fiscal Studies.
    2. Schennach, Susanne M., 2019. "Convolution without independence," Journal of Econometrics, Elsevier, vol. 211(1), pages 308-318.
    3. Schennach, Susanne M., 2008. "Quantile Regression With Mismeasured Covariates," Econometric Theory, Cambridge University Press, vol. 24(4), pages 1010-1043, August.
    4. Zhang, Jun & Feng, Zhenghui & Zhou, Bu, 2014. "A revisit to correlation analysis for distortion measurement error data," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 116-129.
    5. Wang, Liqun & Hsiao, Cheng, 2011. "Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 165(1), pages 30-44.
    6. Xiaohong Chen & Han Hong & Denis Nekipelov, 2011. "Nonlinear Models of Measurement Errors," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 901-937, December.
    7. Daniel Wilhelm, 2015. "Identification and estimation of nonparametric panel data regressions with measurement error," CeMMAP working papers CWP34/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Delaigle, Aurore & Fan, Jianqing & Carroll, Raymond J., 2009. "A Design-Adaptive Local Polynomial Estimator for the Errors-in-Variables Problem," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 348-359.
    9. Schennach, Susanne & White, Halbert & Chalak, Karim, 2012. "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
    10. Yingyao Hu & Geert Ridder, 2012. "Estimation of nonlinear models with mismeasured regressors using marginal information," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(3), pages 347-385, April.
    11. Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation for Research in Economics, Yale University.
    12. Delaigle, Aurore & Meister, Alexander, 2007. "Nonparametric Regression Estimation in the Heteroscedastic Errors-in-Variables Problem," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1416-1426, December.
    13. Carroll, Raymond J. & Delaigle, Aurore & Hall, Peter, 2009. "Nonparametric Prediction in Measurement Error Models," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 993-1003.
    14. Hu, Yingyao, 2017. "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics," Journal of Econometrics, Elsevier, vol. 200(2), pages 154-168.
    15. Susanne M. Schennach, 2013. "Regressions with Berkson errors in covariates - A nonparametric approach," Papers 1308.2836, arXiv.org.
    16. Kengo Kato & Yuya Sasaki & Takuya Ura, 2021. "Robust inference in deconvolution," Quantitative Economics, Econometric Society, vol. 12(1), pages 109-142, January.
    17. De Nadai, Michele & Lewbel, Arthur, 2016. "Nonparametric errors in variables models with measurement errors on both sides of the equation," Journal of Econometrics, Elsevier, vol. 191(1), pages 19-32.
    18. Firpo, Sergio & Galvao, Antonio F. & Song, Suyong, 2017. "Measurement errors in quantile regression models," Journal of Econometrics, Elsevier, vol. 198(1), pages 146-164.
    19. Stoker, Thomas M. & Berndt, Ernst R. & Denny Ellerman, A. & Schennach, Susanne M., 2005. "Panel data analysis of U.S. coal productivity," Journal of Econometrics, Elsevier, vol. 127(2), pages 131-164, August.
    20. D’Haultfoeuille, Xavier, 2011. "On The Completeness Condition In Nonparametric Instrumental Problems," Econometric Theory, Cambridge University Press, vol. 27(3), pages 460-471, June.

    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:spr:aistmt:v:64:y:2012:i:3:p:475-493. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.