Estimation of Regression Coefficients in a Restricted Measurement Error Model Using Instrumental Variables

DOI10.1080/03610926.2011.581182zbMath1315.62060OpenAlexW1984640257MaRDI QIDQ2890092

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Publication date: 8 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.581182

zbMATH Keywords

instrumental variablesmeasurement errorsultrastructural modelexact linear restrictions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (4)

Coefficient of determination for multiple measurement error models ⋮ Two steps generalized maximum entropy estimation procedure for fitting linear regression when both covariates are subject to error ⋮ Simultaneous prediction in the generalized linear model ⋮ Goodness of fit in restricted measurement error models

Cites Work

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• Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
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• The ultrastructural relation: A synthesis of the functional and structural relations
• Instrumental variable estimation in nonlinear measurement error models
• Instrumental Variable Estimation in Binary Regression Measurement Error Models
• The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution
• Instrumental variable estimation based on grouped data
• Decision Theory Applied to an Instrumental Variables Model

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