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Robust estimation of generalized linear models with measurement errors

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  • Li, Tong
  • Hsiao, Cheng

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 118 (2004)
Issue (Month): 1-2 ()
Pages: 51-65

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Handle: RePEc:eee:econom:v:118:y:2004:i:1-2:p:51-65

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Web page: http://www.elsevier.com/locate/jeconom

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References

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  1. Linton, Oliver & Whang, Yoon-Jae, 2002. "Nonparametric Estimation With Aggregated Data," Econometric Theory, Cambridge University Press, vol. 18(02), pages 420-468, April.
  2. Dean R. Hyslop & Guido W. Imbens, 2000. "Bias from Classical and Other Forms of Measurement Error," NBER Technical Working Papers 0257, National Bureau of Economic Research, Inc.
  3. Ashenfelter, Orley & Krueger, Alan B, 1994. "Estimates of the Economic Returns to Schooling from a New Sample of Twins," American Economic Review, American Economic Association, vol. 84(5), pages 1157-73, December.
  4. Hsiao, Cheng & Sun, Bao-Hong, 1998. "Modeling survey response bias - with an analysis of the demand for an advanced electronic device," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 15-39, November.
  5. Hsiao, C., 1988. "Consistent Estimation For Some Nonlinear Errors-In- Variables Models," Papers m8810, Southern California - Department of Economics.
  6. Horowitz, Joel L., 2001. "The bootstrap and hypothesis tests in econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 37-40, January.
  7. J. A. Hausman & W. K. Newey & J. L. Powel, 1988. "Nonlinear Errors in Variables: Estimation of Some Engel Curves," Working papers 504, Massachusetts Institute of Technology (MIT), Department of Economics.
  8. Li, Tong & Vuong, Quang, 1998. "Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 139-165, May.
  9. Horowitz, Joel L & Markatou, Marianthi, 1996. "Semiparametric Estimation of Regression Models for Panel Data," Review of Economic Studies, Wiley Blackwell, vol. 63(1), pages 145-68, January.
  10. Deistler, Manfred & Seifert, Hans-Gunther, 1978. "Identifiability and Consistent Estimability in Econometric Models," Econometrica, Econometric Society, vol. 46(4), pages 969-80, July.
  11. Li, Tong, 2002. "Robust and consistent estimation of nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 110(1), pages 1-26, September.
  12. Hausman, J. A. & Abrevaya, Jason & Scott-Morton, F. M., 1998. "Misclassification of the dependent variable in a discrete-response setting," Journal of Econometrics, Elsevier, vol. 87(2), pages 239-269, September.
  13. Amemiya, Yasuo, 1985. "Instrumental variable estimator for the nonlinear errors-in-variables model," Journal of Econometrics, Elsevier, vol. 28(3), pages 273-289, June.
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Citations

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Cited by:
  1. Guorui Bian & Michael McAleer & Wing-Keung Wong, 2013. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Tinbergen Institute Discussion Papers 13-036/III, Tinbergen Institute.
  2. Taraneh Abarin & Liqun Wang, 2012. "Instrumental variable approach to covariate measurement error in generalized linear models," Annals of the Institute of Statistical Mathematics, Springer, vol. 64(3), pages 475-493, June.
  3. Guorui Bian & Michael McAleer & Wing-Keung Wong, 2013. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Tinbergen Institute Discussion Papers 13-036/III, Tinbergen Institute.
  4. Yuan-chin Chang & Hung-Yi Lu, 2010. "Online Calibration Via Variable Length Computerized Adaptive Testing," Psychometrika, Springer, vol. 75(1), pages 140-157, March.
  5. Yuan-chin Chang, 2011. "Sequential estimation in generalized linear models when covariates are subject to errors," Metrika, Springer, vol. 73(1), pages 93-120, January.
  6. Delaigle, Aurore & Meister, Alexander, 2007. "Nonparametric Regression Estimation in the Heteroscedastic Errors-in-Variables Problem," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1416-1426, December.
  7. Joop Hartog & Luis Díaz-Serrano, 2007. "Earnings risk and demand for higher education: A cross-section test for Spain," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 1-28, May.
  8. Wing-Keung Wong & Guorui Bian, 2005. "Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution," Development Research Unit Working Paper Series 09/05, Monash University, Department of Economics.
  9. Joel Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers CWP37/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  10. Xiaohong Chen & Han Hong & Denis Nekipelov, 2011. "Nonlinear Models of Measurement Errors," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 901-37, December.
  11. Zhang, Jun & Feng, Zhenghui & Zhou, Bu, 2014. "A revisit to correlation analysis for distortion measurement error data," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 116-129.
  12. Wing-Keung Wong & Guorui Bian, 2005. "Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model," Departmental Working Papers wp0508, National University of Singapore, Department of Economics.
  13. Bhatta, Bharat P. & Larsen, Odd I., 2011. "Errors in variables in multinomial choice modeling: A simulation study applied to a multinomial logit model of travel mode choice," Transport Policy, Elsevier, vol. 18(2), pages 326-335, March.
  14. José da Silva Costa & Armindo Cravalho, 2013. "Yardstick Competition among Portuguese Municipalities: The Case of Urban Property Tax (IMI)," FEP Working Papers 495, Universidade do Porto, Faculdade de Economia do Porto.

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