Three estimators for the Poisson regression model with measurement errors
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Publication:1884790
DOI10.1007/BF02777577zbMath1048.62085MaRDI QIDQ1884790
Hans Schneeweiss, Roland Wolf, Alexander G. Kukush
Publication date: 5 November 2004
Published in: Statistical Papers (Search for Journal in Brave)
Poisson regression modelmeasurement errorscorrected score estimatornaive estimatorstructural quasi score estimator
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (5)
The uniqueness of the quasi-likelihood estimator in the Poisson model with an error in the regressor ⋮ Alternative estimator for the parameters of a mixture of two binomial distributions ⋮ A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors ⋮ Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution ⋮ Bayesian approach to errors-in-variables in count data regression models with departures from normality and overdispersion
Uses Software
Cites Work
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- Corrected score function for errors-in-variables models: Methodology and application to generalized linear models
- Unbiased estimation of a nonlinear function a normal mean with application to measurement err oorf models
- On the existence and uniqueness of the maximum likelihood estimates for certain generalized linear models
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