Instrumental variable estimation in nonlinear measurement error models

Communications in Statistics - Theory and Methods

Volumn 26, Issue 12, 1997, Pages 2861-2877

  Buzas, Jeffrey S ^a  

^a UNIVERSITY OF VERMONT   (United States)

Author keywords

Estimating equations; Functional model; Logistic regression; Structural model

Indexed keywords

ERROR CORRECTION; MATHEMATICAL MODELS; MEASUREMENT ERRORS; PARAMETER ESTIMATION;

ESTIMATING EQUATIONS; INSTRUMENTAL VARIABLE ESTIMATION;

REGRESSION ANALYSIS;

EID: 0031332031     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929708832083     Document Type: Article

References (16)

1. Amemiya, Y. (1985). "Instrumental Variable Estimator for the Nonlinear Errors-in-Variables Model," J. Econometrics, 28, 273-289.
2. Amemiya, Y. (1990). "Two-Stage Instrumental Variable Estimator for the Nonlinear Errors-in-Variables Model," J. Econometrics, 44, 311-332.
3. Bound, J., Jaegar, D. A. and Baker, R. M. (1995). "Problems with Instrumental Variable Estimation when the Correlation Between the Instruments and the Endogenous Explanatory Variable is Weak," Journal of the American Statistical Association, 90, 443-450.
4. Buzas, J. S. (1993). Unpublished doctoral dissertation, North Carolina State University.
5. Buzas, J.S. and Stefanski, L. A. (1996a). "Instrumental Variable Estimation in a Probit Measurement Error Model," Journal of Statistical Planning and Inference, Vol. 55, Issue 1, 47-62.
6. Buzas, J.S. and Stefanski, L. A. (1996b). "Instrumental Variable Estimation in Generalized Linear Measurement Error Models," Journal of the American Statistical Association, 91, 999-1006.
7. Carroll, R. J. and Ruppert, D. (1988). Transformations and Weighting in Regression, New York: Chapman and Hall.
8. Carroll, R. J., Ruppert, D. and Stefanski, L. A. (1995). Nonlinear Measurement Error Models, New York: Chapman and Hall.
9. Fuller, W. A. (1987). Measurement Error Models, New York: John Wiley.
10. Gallant, A. R. (1987). Nonlinear Regression Models, New York: John Wiley.
11. GAUSS System Version 3.1 (1993). Kent, Washington: Aptech Systems, Inc.
12. Huber, P. J. (1967). "The Behavior of Maximum Likelihood estimates under nonstandard conditions," Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics, 1, 221-233, University of California Press.
13. Judge, G. G., Griffiths, W. E., Hill, R. C., Lutkephol, H. and Lee, T. (1985). The Theory and Practice of Econometrics, New York, John Wiley.
14. McCullagh, P. and Nelder, J.A. (1989). Generalized Linear Models 2nd edition, New York: Chapman and Hall.
15. Stefanski, L. A. and Buzas, J. S. (1995). "Instrumental Variable Estimation in Binary Measurement Error Models," Journal of the American Statistical Association, 90, 541-550.
16. Stefanski, L. A. (1985). "The effects of Measurement Error on Parameter Estimation," Biometrika, 74, 385-391.