GMM in linear regression for longitudinal data with multiple covariates measured with error

DOI10.1080/02664760902890005OpenAlexW2066485788MaRDI QIDQ5123575

Zhiguo Xiao, Jun Shao, Mari Palta

Publication date: 29 September 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760902890005

zbMATH Keywords

longitudinal datageneralized method of momentsmeasurement errormultiple covariates

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

Efficient GMM estimation with singular system of moment conditions ⋮ Consistent estimation of linear panel data models with measurement error ⋮ Estimation with unbalanced panel data having covariate measurement error ⋮ Comparative GMM and GQL logistic regression models on hierarchical data ⋮ Quantile regression in longitudinal studies with dropouts and measurement errors

Uses Software

• BLINPLUS
• relibpls8

Cites Work

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• Panel Data Econometrics
• Measurement Error in Nonlinear Models
• GMM estimation in panel data models with measurement error

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