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Measurement error in a single regressor

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  • Meijer, E.
  • Wansbeek, T.

    (Groningen University)

Abstract

For the setting of multiple regression with measurement error in a single regressor, we present some very simple formulas to assess the result that one may expect when correcting for measurement error. It is shown where the corrected estimated regression coefficients and the error variance may lie, and how the t-value behaves.

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File URL: http://irs.ub.rug.nl/ppn/240533909
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Bibliographic Info

Paper provided by University of Groningen, Research Institute SOM (Systems, Organisations and Management) in its series Research Report with number 00F14.

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Date of creation: 2000
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Handle: RePEc:dgr:rugsom:00f14

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  1. Arthur Lewbel, 1997. "Constructing Instruments for Regressions with Measurement Error when no Additional Data are Available, with an Application to Patents and R&D," Econometrica, Econometric Society, Econometric Society, vol. 65(5), pages 1201-1214, September.
  2. Krasker, William S. & Pratt, John W., 1987. "Bounding the effects of proxy variables on instrumental-variables coefficients," Journal of Econometrics, Elsevier, Elsevier, vol. 35(2-3), pages 233-252, July.
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Cited by:
  1. Mario Jametti & Thomas von Ungern-Sternberg, 2005. "Assessing the Efficiency of an Insurance Provider—A Measurement Error Approach," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 30(1), pages 15-34, June.
  2. Wansbeek, Tom, 2001. "GMM estimation in panel data models with measurement error," Journal of Econometrics, Elsevier, Elsevier, vol. 104(2), pages 259-268, September.
  3. Ramses H. ABUL NAGA, 2001. "Biases of the Ordinary Least Squares and Instrumental Variables Estimators of the Intergenerational Earnings Correlation : Revisited in the Light of Panel Data," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP 01.05, Université de Lausanne, Faculté des HEC, DEEP.
  4. Ramses Abul Naga, 2008. "Biases of the ordinary least squares and instrumental variables estimators of the intergenerational earnings elasticity: Revisited in the light of panel data," Journal of Economic Inequality, Springer, Springer, vol. 6(4), pages 323-350, December.
  5. Titus J. Galama & Patrick Hullegie & Erik Meijer & Sarah Outcault, 2012. "Is There Empirical Evidence For Decreasing Returns To Scale In A Health Capital Model?," Health Economics, John Wiley & Sons, Ltd., vol. 21(9), pages 1080-1100, 09.

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