Instrumental variable estimation in a probit measurement error model
type: Item
instance of: scholarly article
title: Instrumental variable estimation in a probit measurement error model
zbMATH Open document ID: 0859.62069
DOI: 10.1016/0378-3758(95)00180-8
published in: Journal of Statistical Planning and Inference
publication date: 1996-01-01T00:00:00Z
Mathematics Subject Classification ID: 62J12
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 952771
zbMATH Keywords: asymptotic efficiency
zbMATH Keywords: probit regression model
zbMATH Keywords: simulation
zbMATH Keywords: normally distributed covariates
zbMATH Keywords: normally distributed measurement errors
zbMATH Keywords: surrogate instrumental variables
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: two-stage estimator
zbMATH Keywords: robustness
author: Jeffrey S. Buzas
author: Leonard Stefanski
MaRDI profile type: Publication
full work available at URL: 0378-3758(95)00180-8
OpenAlex ID: W2057707082
cites work: Instrumental variable estimator for the nonlinear errors-in-variables model
cites work: Two-stage intrumental variable estimators for the nonlinear errors-in- variables model
cites work: Q5753398
cites work: On Errors-in-Variables in Binary Regression-Berkson Case
cites work: Instrumental Variable Estimation in Binary Regression Measurement Error Models
cites work: Q4888734
cites work: On errors-in-variables for binary regression models
cites work: Q4003037
cites work: Q5556138
cites work: Q3769790
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description: scientific article; zbMATH DE number 952771