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A simple adjustment for measurement errors in some limited dependent variable models

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  • Wang, Liqun

Abstract

This paper proposes a simple method to adjust for measurement errors in estimations of many popular limited dependent variable models, e.g., the binary response model, the censored and the truncated regression models. The procedure is based on a simple correction of the estimators for the corresponding "error-free" models and is easy to be incorporated into the existing statistical computer packages. The extra computing cost is minimal.

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Bibliographic Info

Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 58 (2002)
Issue (Month): 4 (July)
Pages: 427-433

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Handle: RePEc:eee:stapro:v:58:y:2002:i:4:p:427-433

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Related research

Keywords: Errors-in-variables Binary response model Censored data Truncated data;

References

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  1. Wang, Liqun, 1998. "Estimation of censored linear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 84(2), pages 383-400, June.
  2. Sepanski, J. H. & Carroll, R. J., 1993. "Semiparametric quasilikelihood and variance function estimation in measurement error models," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 223-256, July.
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Cited by:
  1. Wang, Liqun & Hsiao, Cheng, 2011. "Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 165(1), pages 30-44.
  2. Gibson, Fiona L. & Burton, Michael P., 2009. "Biased estimates in discrete choice models: the appropriate inclusion of psychometric data into the valuation of recycled wastewater," 2009 Conference (53rd), February 11-13, 2009, Cairns, Australia 47943, Australian Agricultural and Resource Economics Society.

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