Instrumental variable estimation in a probit measurement error model (Q1817381)
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scientific article; zbMATH DE number 952771
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instrumental variable estimation in a probit measurement error model |
scientific article; zbMATH DE number 952771 |
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Instrumental variable estimation in a probit measurement error model (English)
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1996
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asymptotic efficiency
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probit regression model
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simulation
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normally distributed covariates
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normally distributed measurement errors
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surrogate instrumental variables
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maximum likelihood estimator
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two-stage estimator
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robustness
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0.9475533
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0.93378806
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0.92938524
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