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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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Detalles Bibliográficos
Publicado en:Scand Stat Theory Appl
Main Authors: XU, KUN, MA, YANYUAN, WANG, LIQUN
Formato: Artigo
Idioma:Inglês
Publicado: 2014
Assuntos:
Acceso en liña: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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