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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-...

Ausführliche Beschreibung

Gespeichert in:
Hauptverfasser: Lin Xue, Liqun Wang
Format: Artigo
Sprache:Inglês
Veröffentlicht: MDPI AG 2024-07-01
Schriftenreihe:Econometrics
Schlagworte:
regularization method
penalized estimation
measurement error
instrumental variable
generalized linear model
variable selection
Online-Zugang:https://www.mdpi.com/2225-1146/12/3/21
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