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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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| Publicado no: | Scand Stat Theory Appl |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2014
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| Assuntos: | |
| Acesso em linha: | 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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