Instrument Assisted Regression for Errors in Variables Models with Binary Response
نویسندگان
چکیده
منابع مشابه
Instrument Assisted Regression for Errors in Variables Models with Binary Response.
We study errors-in-variables problems when the response is binary and instrumental variables are available. We construct consistent estimators through taking advantage of the prediction relation between the unobservable variables and the instruments. The asymptotic properties of the new estimator are established, and illustrated through simulation studies. We also demonstrate that the method ca...
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2014
ISSN: 0303-6898
DOI: 10.1111/sjos.12097