IDEAS home Printed from https://ideas.repec.org/p/nuf/econwp/1999-w2.html
   My bibliography  Save this paper

Covariate Measurement Error in Quadratic Regression

Author

Listed:
  • Kuha, J.
  • Temple, J.

Abstract

We 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.

Suggested Citation

  • Kuha, J. & Temple, J., 1999. "Covariate Measurement Error in Quadratic Regression," Economics Papers 1999-w2, Economics Group, Nuffield College, University of Oxford.
    • Handle: RePEc:nuf:econwp:1999-w2
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below 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.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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, June.
    2. 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;The Institute of Statistical Mathematics, vol. 59(3), pages 515-530, September.
    3. Paolo Surico, 2002. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Macroeconomics 0210002, University Library of Munich, Germany, revised 23 Feb 2004.
    4. Sergiy Shklyar & Hans Schneeweiss & Alexander Kukush, 2007. "Quasi Score is more Efficient than Corrected Score in a Polynomial Measurement Error Model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 65(3), pages 275-295, May.
    5. 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.

    More about this item

    Keywords

    ECONOMETRICS ; REGRESSION ANALYSIS;

    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

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nuf:econwp:1999-w2. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Maxine Collett (email available below). General contact details of provider: https://www.nuffield.ox.ac.uk/economics/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.