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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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Bibliographic Details
Published in:Scand Stat Theory Appl
Main Authors: XU, KUN, MA, YANYUAN, WANG, LIQUN
Format: Artigo
Language:Inglês
Published: 2014
Subjects:
Online Access: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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