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Sequential estimation in generalized linear models when covariates are subject to errors

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  • Yuan-chin Chang

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  • Yuan-chin Chang, 2011. "Sequential estimation in generalized linear models when covariates are subject to errors," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 73(1), pages 93-120, January.
    • Handle: RePEc:spr:metrik:v:73:y:2011:i:1:p:93-120
    DOI: 10.1007/s00184-009-0267-y
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    References listed on IDEAS

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    1. Lai, T. L. & Robbins, Herbert & Wei, C. Z., 1979. "Strong consistency of least squares estimates in multiple regression II," Journal of Multivariate Analysis, Elsevier, vol. 9(3), pages 343-361, September.
    2. Laurence S. Freedman & Vitaly Fainberg & Victor Kipnis & Douglas Midthune & Raymond J. Carroll, 2004. "A New Method for Dealing with Measurement Error in Explanatory Variables of Regression Models," Biometrics, The International Biometric Society, vol. 60(1), pages 172-181, March.
    3. Ashenfelter, Orley & Krueger, Alan B, 1994. "Estimates of the Economic Returns to Schooling from a New Sample of Twins," American Economic Review, American Economic Association, vol. 84(5), pages 1157-1173, December.
    4. Douglas Jones & Zhiying Jin, 1994. "Optimal sequential designs for on-line item estimation," Psychometrika, Springer;The Psychometric Society, vol. 59(1), pages 59-75, March.
    5. Li, Tong & Hsiao, Cheng, 2004. "Robust estimation of generalized linear models with measurement errors," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 51-65.
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