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Instrument Assisted Regression for Errors in Variables Models with Binary Response

We study errors-in-variables problems when the response is binary and instrumental variables are available. We construct consistent estimators through taking advantage of the prediction relation between the unobservable variables and the instruments. The asymptotic properties of the new estimator ar...

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書目詳細資料
發表在:Scand Stat Theory Appl
Main Authors: XU, KUN, MA, YANYUAN, WANG, LIQUN
格式: Artigo
語言:Inglês
出版: 2014
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在線閱讀:https://ncbi.nlm.nih.gov/pmc/articles/PMC4573640/
https://ncbi.nlm.nih.gov/pubmed/26392675
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/sjos.12097
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