Covariate Measurement Error in Quadratic Regression
AbstractWe 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.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Economics Group, Nuffield College, University of Oxford in its series Economics Papers with number 1999-w2.
Length: 31 pages
Date of creation: 1999
Date of revision:
Contact details of provider:
Web page: http://www.nuff.ox.ac.uk/economics/
ECONOMETRICS ; REGRESSION ANALYSIS;
Find related papers by JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Paolo Surico, 2004.
"Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences,"
Econometric Society 2004 Latin American Meetings
8, Econometric Society.
- Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Computing in Economics and Finance 2004 108, Society for Computational Economics.
- Paolo Surico, 2002. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Macroeconomics 0210002, EconWPA, revised 09 Dec 2003.
- Sergiy Shklyar & Hans Schneeweiss & Alexander Kukush, 2007. "Quasi Score is more Efficient than Corrected Score in a Polynomial Measurement Error Model," Metrika, Springer, vol. 65(3), pages 275-295, May.
- Sourafel Girma, 2005.
"Absorptive Capacity and Productivity Spillovers from FDI: A Threshold Regression Analysis,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 67(3), pages 281-306, 06.
- Sourafel Girma, 2003. "Absorptive capacity and productivity spillovers From FDI: a threshold regression analysis," European Economy Group Working Papers 25, European Economy Group.
- 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.
- 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, vol. 59(3), pages 515-530, September.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Maxine Collett).
If references are entirely missing, you can add them using this form.