Correcting for measurement error in parametric duration models by quasi-likelihood

In regression models for duration data it is usually implicitly assumed that all variables are measured and operationalized exactly If measurement error is present however but not taken into account parameter estimates may be severely biased The present paper studies measurement error corrected estimation in the context of a huge class of parametric duration models The proposed quasi likelihood based method easily allows as long as no censoring occurs to deal simultaneously with covariate measurement error as well as with measurement error in the duration itself and yields estimates with sound asymptotic properties A general formula for the measurement error corrected quasi score function can be derived which is valid for most of the commonly used parametric duration models