Regressor diagnostics for the classical errors-in-variables model

DOI10.1016/0304-4076(88)90004-8zbMath0692.62058OpenAlexW2066954221MaRDI QIDQ583779

Steven Klepper

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1016/0304-4076(88)90004-8

zbMATH Keywords

Algorithmsdiagnosticsmixed linear modelerrors-in-variables modellarge-sample- propertiesproxy variablessensitivity of regression coefficient estimates to measurement errors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Linear inference, regression (62J99)

Related Items (7)

Bounding parameters in a linear regression model with a mismeasured regressor using additional information ⋮ On the robustness of coefficient estimates to the inclusion of proxy variables ⋮ Bayesian moment-based inference in a regression model with misclassification error ⋮ Bounding the effects of measurement error in regressions involving dichotomous variables ⋮ Bayesian estimation and testing of structural equation models ⋮ Regressor diagnostics for the classical errors-in-variables model ⋮ Measurement error in multiple equations: Tobin's \(q\) and corporate investment, saving, and debt

Cites Work

• Unnamed Item
• Regressor diagnostics for the classical errors-in-variables model
• Bounding the effects of measurement error in regressions involving dichotomous variables
• Errors in Variables in Linear Systems
• Consistent Sets of Estimates for Regressions with Errors in All Variables
• Identification in the Linear Errors in Variables Model
• Extending the Classical Normal Errors-in-Variables Model
• Constraints Often Overlooked in Analyses of Simultaneous Equation Models

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