Instrumental variable estimation in a probit measurement error model (Q1817381)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Instrumental variable estimation in a probit measurement error model |
scientific article; zbMATH DE number 952771
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Instrumental variable estimation in a probit measurement error model |
scientific article; zbMATH DE number 952771 |
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
0.9475533
0 references
0.93378806
0 references
0 references
0.92938524
0 references
