Instrumental variable approach to covariate measurement error in generalized linear models
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- Kun Xu & Yanyuan Ma & Liqun Wang, 2015. "Instrument Assisted Regression for Errors in Variables Models with Binary Response," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(1), pages 104-117, March.
More about this item
KeywordsErrors in variables; Generalized linear models; Heterogeneity; Measurement error; Instrumental variable; Method of moments; M-estimation; Nonlinear models; Simulation-based estimation;
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