Estimation with unbalanced panel data having covariate measurement error

DOI10.1016/j.jspi.2010.08.003zbMath1353.62074OpenAlexW2086589685MaRDI QIDQ607198

Ruifeng Xu, Zhiguo Xiao, Jun Shao

Publication date: 19 November 2010

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.08.003

zbMATH Keywords

generalized method of momentsmeasurement errornonignorable missingnessunbalanced panel dataweighted method of moments

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (5)

Hausman-type tests for individual and time effects in the panel regression model with incomplete data ⋮ Consistent estimation of linear panel data models with measurement error ⋮ Statistical inference for the unbalanced two-way error component regression model with errors-in-variables ⋮ Testing for individual and time effects in unbalanced panel data models with time-invariant regressors ⋮ Variable selection for semiparametric errors-in-variables regression model with longitudinal data

Cites Work

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• Estimation and Comparison of Changes in the Presence of Informative Right Censoring by Modeling the Censoring Process
• Specification Tests in Econometrics
• Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
• GMM in linear regression for longitudinal data with multiple covariates measured with error
• Measurement Error in Nonlinear Models
• GMM estimation in panel data models with measurement error

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