Instrumental variable estimation in a probit measurement error model

DOI10.1016/0378-3758(95)00180-8zbMath0859.62069OpenAlexW2057707082MaRDI QIDQ1817381

Leonard A. Stefanski, Jeffrey S. Buzas

Publication date: 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00180-8

zbMATH Keywords

robustnesssimulationasymptotic efficiencymaximum likelihood estimatorprobit regression modeltwo-stage estimatornormally distributed measurement errorsnormally distributed covariatessurrogate instrumental variables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

Related Items

Instrumental variable estimation in nonlinear measurement error models, RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES, Alternative sensitivity analyses for regression estimates of treatment effects to unobserved confounding in binary and survival data, Instrumental variable estimation in logistic measurement error models by means of factor scores

Cites Work

• Two-stage intrumental variable estimators for the nonlinear errors-in- variables model
• Instrumental variable estimator for the nonlinear errors-in-variables model
• On Errors-in-Variables in Binary Regression-Berkson Case
• On errors-in-variables for binary regression models
• Instrumental Variable Estimation in Binary Regression Measurement Error Models
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