Robust estimation of generalized linear models with measurement errors.

DOI10.1016/S0304-4076(03)00134-9zbMath1033.62068MaRDI QIDQ1421312

Cheng Hsiao, Tong Li

Publication date: 26 January 2004

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

ConsistencyEmpirical characteristic functionReplicate measurementsSemiparametric asymptotically corrected likelihood estimator

Mathematics Subject Classification ID

Density estimation (62G07) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (11)

ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS ⋮ A revisit to correlation analysis for distortion measurement error data ⋮ Sequential estimation in generalized linear models when covariates are subject to errors ⋮ On deconvolution with repeated measurements ⋮ Binary choice with misclassification and social interactions, with an application to peer effects in attitude ⋮ Instrumental variable approach to covariate measurement error in generalized linear models ⋮ Online calibration via variable length computerized adaptive testing ⋮ Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems ⋮ Methodology and convergence rates for functional linear regression ⋮ M-Estimator of a Generalized Linear Model with Measurement Errors ⋮ Parametric simultaneous robust inferences for regression coefficient under generalized linear models

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