Measurement error in a single regressor
AbstractFor 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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by University of Groningen, Research Institute SOM (Systems, Organisations and Management) in its series Research Report with number 00F14.
Date of creation: 2000
Date of revision:
Other versions of this item:
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Krasker, William S. & Pratt, John W., 1987. "Bounding the effects of proxy variables on instrumental-variables coefficients," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 233-252, July.
- 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, vol. 65(5), pages 1201-1214, September.
- Wansbeek, Tom, 2001. "GMM estimation in panel data models with measurement error," Journal of Econometrics, Elsevier, vol. 104(2), pages 259-268, September.
- Titus J. Galama & Patrick Hullegie & Erik Meijer & Sarah Outcault, 2012.
"Is There Empirical Evidence For Decreasing Returns To Scale In A Health Capital Model?,"
John Wiley & Sons, Ltd., vol. 21(9), pages 1080-1100, 09.
- Galama, T.; & Hullegie, P.; & Meijer, E.; & Outcault, S.;, 2012. "Empirical evidence for decreasing returns to scale in a health capital model," Health, Econometrics and Data Group (HEDG) Working Papers 12/05, HEDG, c/o Department of Economics, University of York.
- 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.
- Mario Jametti & Thomas Ungern-Sternberg, 2005. "Assessing the Efficiency of an Insurance Provider—A Measurement Error Approach," The Geneva Papers on Risk and Insurance Theory, Springer, vol. 30(1), pages 15-34, June.
- Mario Jametti & Thomas von Ungern-Sternberg, 2003. "Assessing the Efficiency of an Insurance Provider - A Measurement Error Approach," CESifo Working Paper Series 928, CESifo Group Munich.
- Mario JAMETTI & Thomas VON UNGERN-STERNBERG, 2003. "Assessing the Efficiency of an Insurance Provider - A Measurement Error Approach," Cahiers de Recherches Economiques du DÃ©partement d'EconomÃ©trie et d'Economie politique (DEEP) 03.05, Université de Lausanne, Faculté des HEC, DEEP.
- 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, vol. 6(4), pages 323-350, December.
- 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 DÃ©partement d'EconomÃ©trie et d'Economie politique (DEEP) 01.05, Université de Lausanne, Faculté des HEC, DEEP.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Joke Bulthuis).
If references are entirely missing, you can add them using this form.