Instrument assisted regression for errors in variables models with binary response

DOI10.1111/SJOS.12097MaRDI QIDQ5177953zbMATH OpenOpenAlexWikidataFDO

Authors Yanyuan Ma, Liqun Wang, Kun Xue

Publication date 9 March 2015

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc4573640

zbMATH Keywords

binary responseconditional scoresconsistencyerrors in variablesgeneralized linear modelsinstrumental variableslogistic regressionmeasurement errorsemiparametric efficiency

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• Choosing instrumental variables in conditional moment restriction models
• Consistent Estimation with a Large Number of Weak Instruments
• Consistent Functional Methods for Logistic Regression With Errors in Covariates
• Covariate measurement error in logistic regression
• Cox Regression with Accurate Covariates Unascertainable: A Nonparametric-Correction Approach
• scientific article; zbMATH DE number 4028648 (Why is no real title available?)
• scientific article; zbMATH DE number 490141 (Why is no real title available?)
• Instrumental variable approach to covariate measurement error in generalized linear models
• Instrumental Variable Estimation in Binary Regression Measurement Error Models
• Instrumental Variable Estimation in Generalized Linear Measurement Error Models
• Instrumental variable estimation in nonlinear measurement error models
• Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
• Instrumental variable estimator for the nonlinear errors-in-variables model
• Locally efficient semiparametric estimators for functional measurement error models
• Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
• On closed form semiparametric estimators for measurement error models
• Semiparametric theory and missing data.
• Two-stage intrumental variable estimators for the nonlinear errors-in- variables model

Cited in

(12)

• Generalized partially linear single index model with measurement error, instruments and binary response
• Locally efficient estimation in generalized partially linear model with measurement error in nonlinear function
• Inferences in binary regression models for independent data with measurement errors in covariates
• On errors-in-variables for binary regression models
• Instrumental Variable Estimation in Binary Regression Measurement Error Models
• Parameter estimation approaches to tackling measurement error and multicollinearity in ordinal probit models
• Instrument Residual Estimator for Any Response Variable with Endogenous Binary Treatment
• Measurement errors in the binary instrumental variable model
• A model‐averaging treatment of multiple instruments in Poisson models with errors
• A condition for the identification of multivariate models with binary instruments
• A new robust parameter estimation approach for multinomial categorical response data with outliers and mismeasured covariates
• Bayesian instrumental variable estimation in linear measurement error models

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