Variance Estimation for the Instrumental Variables Approach to Measurement Error in Generalized Linear Models
نویسندگان
چکیده
منابع مشابه
Instrumental variable approach to covariate measurement error in generalized linear models
The paper presents the method of moments estimation for generalized linear measurement error models using the instrumental variable approach. The measurement error has a parametric distribution that is not necessarily normal, while the distributions of the unobserved covariates are nonparametric. We also propose simulation-based estimators for the situation where the closed forms of the moments...
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ژورنال
عنوان ژورنال: The Stata Journal: Promoting communications on statistics and Stata
سال: 2003
ISSN: 1536-867X,1536-8734
DOI: 10.1177/1536867x0400300404