Instrumental Variable Method for Regularized Estimation in Generalized Linear Measurement Error Models

Regularized regression methods have attracted much attention in the literature, mainly due to its application in high-dimensional variable selection problems. Most existing regularization methods assume that the predictors are directly observed and precisely measured. It is well known that in a low-...

Szczegółowa specyfikacja

Opis bibliograficzny

Główni autorzy:	Lin Xue, Liqun Wang
Format:	Artigo
Język:	Inglês
Wydane:	MDPI AG 2024-07-01
Seria:	Econometrics
Hasła przedmiotowe:	regularization method penalized estimation measurement error instrumental variable generalized linear model variable selection
Dostęp online:	https://www.mdpi.com/2225-1146/12/3/21
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