Instrumental variable estimation in a probit measurement error model (Q1817381)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Instrumental variable estimation in a probit measurement error model |
scientific article |
Statements
Instrumental variable estimation in a probit measurement error model (English)
0 references
1996
0 references
asymptotic efficiency
0 references
probit regression model
0 references
simulation
0 references
normally distributed covariates
0 references
normally distributed measurement errors
0 references
surrogate instrumental variables
0 references
maximum likelihood estimator
0 references
two-stage estimator
0 references
robustness
0 references