Instrumental variable estimation in a probit measurement error model

DOI10.1016/0378-3758(95)00180-8zbMATH Open0859.62069OpenAlexW2057707082MaRDI QIDQ1817381FDOQ1817381

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

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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)

Cites Work

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• Instrumental variable estimator for the nonlinear errors-in-variables model
• On Errors-in-Variables in Binary Regression-Berkson Case
• Title not available (Why is that?)
• On errors-in-variables for binary regression models
• Two-stage intrumental variable estimators for the nonlinear errors-in- variables model
• Title not available (Why is that?)
• Instrumental Variable Estimation in Binary Regression Measurement Error Models

Cited In (10)

• 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
• Instrumental variable estimation in nonlinear measurement error models
• Repeated Probit Regression When Covariates Are Measured With Error
• RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES
• Title not available (Why is that?)
• Alternative sensitivity analyses for regression estimates of treatment effects to unobserved confounding in binary and survival data
• Instrumental variable estimation in ordinal probit models with mismeasured predictors
• Instrumental Variable Estimation in Binary Regression Measurement Error Models

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