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Robust estimation of generalized linear models with measurement errors

  • Li, Tong
  • Hsiao, Cheng

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 118 (2004)
Issue (Month): 1-2 ()
Pages: 51-65

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Handle: RePEc:eee:econom:v:118:y:2004:i:1-2:p:51-65
Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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  1. Deistler, Manfred & Seifert, Hans-Gunther, 1978. "Identifiability and Consistent Estimability in Econometric Models," Econometrica, Econometric Society, vol. 46(4), pages 969-80, July.
  2. Oliver Linton & Yoon-Jae Whang, 2000. "Nonparametric Estimation with Aggregated Data," STICERD - Econometrics Paper Series 397, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  3. Amemiya, Yasuo, 1985. "Instrumental variable estimator for the nonlinear errors-in-variables model," Journal of Econometrics, Elsevier, vol. 28(3), pages 273-289, June.
  4. Hsiao, Cheng, 1989. "Consistent estimation for some nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 41(1), pages 159-185, May.
  5. Horowitz, Joel L., 2001. "The bootstrap and hypothesis tests in econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 37-40, January.
  6. Berry S. M. & Carroll R. J & Ruppert D., 2002. "Bayesian Smoothing and Regression Splines for Measurement Error Problems," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 160-169, March.
  7. Hsiao, Cheng & Sun, Bao-Hong, 1998. "Modeling survey response bias - with an analysis of the demand for an advanced electronic device," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 15-39, November.
  8. Orley Ashenfelter & Alan Krueger, 1992. "Estimates of the Economic Return to Schooling from a New Sample of Twins," Working Papers 683, Princeton University, Department of Economics, Industrial Relations Section..
  9. Li, Tong, 2000. "Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator," Statistics & Probability Letters, Elsevier, vol. 47(3), pages 243-248, April.
  10. Huang Y. & Wang C.Y., 2001. "Consistent Functional Methods for Logistic Regression With Errors in Covariates," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1469-1482, December.
  11. Hausman, J. A. & Newey, W. K. & Powell, J. L., 1995. "Nonlinear errors in variables Estimation of some Engel curves," Journal of Econometrics, Elsevier, vol. 65(1), pages 205-233, January.
  12. Horowitz, Joel L & Markatou, Marianthi, 1996. "Semiparametric Estimation of Regression Models for Panel Data," Review of Economic Studies, Wiley Blackwell, vol. 63(1), pages 145-68, January.
  13. Hsiao, C., 1992. "Nonlinear Latent Variable Models," Papers 9211, Southern California - Department of Economics.
  14. Hyslop, Dean R & Imbens, Guido W, 2001. "Bias from Classical and Other Forms of Measurement Error," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(4), pages 475-81, October.
  15. Hausman, J. A. & Abrevaya, Jason & Scott-Morton, F. M., 1998. "Misclassification of the dependent variable in a discrete-response setting," Journal of Econometrics, Elsevier, vol. 87(2), pages 239-269, September.
  16. Li, Tong & Vuong, Quang, 1998. "Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 139-165, May.
  17. Li, Tong, 2002. "Robust and consistent estimation of nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 110(1), pages 1-26, September.
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