A simple adjustment for measurement errors in some limited dependent variable models
This paper proposes a simple method to adjust for measurement errors in estimations of many popular limited dependent variable models, e.g., the binary response model, the censored and the truncated regression models. The procedure is based on a simple correction of the estimators for the corresponding "error-free" models and is easy to be incorporated into the existing statistical computer packages. The extra computing cost is minimal.
Volume (Year): 58 (2002)
Issue (Month): 4 (July)
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- Sepanski, J. H. & Carroll, R. J., 1993. "Semiparametric quasilikelihood and variance function estimation in measurement error models," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 223-256, July.
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