Instrumental variable estimation in a probit measurement error model

DOI10.1016/0378-3758(95)00180-8MaRDI QIDQ1817381zbMATH OpenOpenAlexFDO

Authors Jeffrey S. Buzas, Leonard Stefanski

Publication date 1996

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(95)00180-8

zbMATH Keywords

simulationasymptotic efficiencyrobustnessmaximum likelihood estimatorprobit regression modeltwo-stage estimatornormally distributed measurement errorsnormally distributed covariatessurrogate instrumental variables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

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Cites work

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• scientific article; zbMATH DE number 918103 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• scientific article; zbMATH DE number 4189025 (Why is no real title available?)
• Instrumental Variable Estimation in Binary Regression Measurement Error Models
• Instrumental variable estimator for the nonlinear errors-in-variables model
• On Errors-in-Variables in Binary Regression-Berkson Case
• On errors-in-variables for binary regression models
• Two-stage intrumental variable estimators for the nonlinear errors-in- variables model

Cited in

(14)

• Instrumental variable estimation in ordinal probit models with mismeasured predictors
• Instrumental Variable Estimation in Binary Regression Measurement Error Models
• Errors in variables in a random-effects probit model for panel data
• RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES
• Instrumental variable estimation in nonlinear measurement error models
• Alternative sensitivity analyses for regression estimates of treatment effects to unobserved confounding in binary and survival data
• Inconsistency of a proposed nonlinear instrumental variables estimator for probit and logit models with endogenous regressors
• Instrumental variable estimation in logistic measurement error models by means of factor scores
• Measurement errors in the binary instrumental variable model
• Repeated Probit Regression When Covariates Are Measured With Error
• Instrumental variables regression with measurement errors and multicollinearity in instruments
• scientific article; zbMATH DE number 519834 (Why is no real title available?)
• Instrument assisted regression for errors in variables models with binary response
• Identifiability of mean-reverting measurement error with instrumental variable

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