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Covariate Measurement Error in Quadratic Regression

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Author Info

  • Kuha, J.
  • Temple, J.

Abstract

We consider quadratic regression models where the explanatory variable is measured with error. The effect of classical measurement error is to flatten the curvature of the estimated function. The effect on the observed turning point depends on the location of the true turning point relative to the population mean of the true predictor. Two methods for adjusting parameter estimates for the measurement error are compared. First, two versions of regression calibration estimation are considered. The second approach uses moment-based methods which require no assumptions about the distribution of the covariates measured with error.

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Bibliographic Info

Paper provided by Economics Group, Nuffield College, University of Oxford in its series Economics Papers with number 1999-w2.

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Length: 31 pages
Date of creation: 1999
Date of revision:
Handle: RePEc:nuf:econwp:1999-w2

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Web page: http://www.nuff.ox.ac.uk/economics/

Related research

Keywords: ECONOMETRICS ; REGRESSION ANALYSIS;

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Cited by:
  1. Arturo Zavala & Heleno Bolfarine & Mário Castro, 2007. "Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models," Annals of the Institute of Statistical Mathematics, Springer, Springer, vol. 59(3), pages 515-530, September.
  2. Sergiy Shklyar & Hans Schneeweiss & Alexander Kukush, 2007. "Quasi Score is more Efficient than Corrected Score in a Polynomial Measurement Error Model," Metrika, Springer, Springer, vol. 65(3), pages 275-295, May.
  3. Sourafel Girma, 2003. "Absorptive capacity and productivity spillovers From FDI: a threshold regression analysis," European Economy Group Working Papers, European Economy Group 25, European Economy Group.
  4. Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Computing in Economics and Finance 2004, Society for Computational Economics 108, Society for Computational Economics.
  5. Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: The Case of Asymmetric Preferences (new title: The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences)," CESifo Working Paper Series 1280, CESifo Group Munich.

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