Instrumental variable approach to covariate measurement error in generalized linear models

Annals of the Institute of Statistical Mathematics

Volumn 64, Issue 3, 2012, Pages 475-493

  Abarin, Taraneh ^a   Wang, Liqun ^a  

^a UNIVERSITY OF MANITOBA   (Canada)

Author keywords

Errors in variables; Generalized linear models; Heterogeneity; Instrumental variable; M estimation; Measurement error; Method of moments; Nonlinear models; Simulation based estimation

Indexed keywords

ERRORS IN VARIABLES; GENERALIZED LINEAR MODEL; HETEROGENEITY; INSTRUMENTAL VARIABLES; M-ESTIMATION; NON-LINEAR MODEL; SIMULATION-BASED ESTIMATION;

MEASUREMENT ERRORS; NORMAL DISTRIBUTION; SAMPLING;

METHOD OF MOMENTS;

EID: 84856624523     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-010-0319-0     Document Type: Article

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