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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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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. Hsiao, C., 1992. "Nonlinear Latent Variable Models," Papers 9211, Southern California - Department of Economics.
  2. Orley Ashenfelter & Alan Krueger, 1992. "Estimates of the Economic Return to Schooling from a New Sample of Twins," Working Papers 683, Princeton University, Department of Economics, Industrial Relations Section..
  3. Oliver Linton & Yoon-Jae Whang, 2000. "Nonparametric Estimation with Aggregated Data," STICERD - Econometrics Paper Series /2000/397, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  4. 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.
  5. Huang Y. & Wang C.Y., 2001. "Consistent Functional Methods for Logistic Regression With Errors in Covariates," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1469-1482, December.
  6. 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.
  7. Berry S. M. & Carroll R. J & Ruppert D., 2002. "Bayesian Smoothing and Regression Splines for Measurement Error Problems," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 160-169, March.
  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. 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.
  10. Hausman, J. A. & Newey, W. K. & Powell, J. L., 1995. "Nonlinear errors in variables Estimation of some Engel curves," Journal of Econometrics, Elsevier, vol. 65(1), pages 205-233, January.
  11. Li, Tong, 2000. "Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator," Statistics & Probability Letters, Elsevier, vol. 47(3), pages 243-248, April.
  12. 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.
  13. Deistler, Manfred & Seifert, Hans-Gunther, 1978. "Identifiability and Consistent Estimability in Econometric Models," Econometrica, Econometric Society, vol. 46(4), pages 969-80, July.
  14. Hsiao, C., 1988. "Consistent Estimation For Some Nonlinear Errors-In- Variables Models," Papers m8810, Southern California - Department of Economics.
  15. Li, Tong, 2002. "Robust and consistent estimation of nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 110(1), pages 1-26, September.
  16. Amemiya, Yasuo, 1985. "Instrumental variable estimator for the nonlinear errors-in-variables model," Journal of Econometrics, Elsevier, vol. 28(3), pages 273-289, June.
  17. Horowitz, Joel L., 2001. "The bootstrap and hypothesis tests in econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 37-40, January.
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Cited by:
  1. 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.
  2. 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.
  3. Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "Robust Estimation and Forecasting of the Capital Asset Pricing Model," KIER Working Papers 735, Kyoto University, Institute of Economic Research.
  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. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Joel Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers CWP37/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  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. 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.
  14. 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.

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