منابع مشابه
Covariate Measurement and Endogeneity
The effects of improving covariate measurement are investigated when the covariate is endogenous even in the absence of measurement error. Reducing measurement error can exacerbate the finite sample bias of Two-Stage Least Squares. An application reveals this is of practical importance. JEL: C36, C81
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Censored quantile regression has become an important alternative to the Cox proportional hazards model in survival analysis. In contrast to the central covariate effect from the meanbased hazard regression, quantile regression can effectively characterize the covariate effects at different quantiles of the survival time. When covariates are measured with errors, it is known that naively treatin...
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This paper derives the exact functional form of an error contaminated regression function when the error free regression is a polynomial function of error free covariates (discrete or continuous) which are contaminated by normally distributed measurement error, with coe¢cients which may be arbitrary functions of error free covariates. The form of higher order central moment error contaminated r...
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This article is motivated by a time-to-event analysis where the covariate of interest was measured at the wrong time. We show that the problem can be formulated as a special case of survival analysis with heterogeneous covariate measurement error and develop a general analytic framework. We study the asymptotic behavior of the naive partial likelihood estimates and analytically demonstrate that...
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Corrected score (Nakamura, 1990; Stefanski, 1989) is an important consistent functional modeling method for covariate measurement error in nonlinear regression. Although its pathological behaviors are known to exacerbate with increasing error contamination, neither their nature nor severity is well understood. In this article, we conduct a detailed investigation with the log-linear model for co...
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ژورنال
عنوان ژورنال: Economics Letters
سال: 2015
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2015.08.023