Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models
DOI10.1016/J.JSPI.2009.03.022zbMATH Open1168.62053OpenAlexW1977672380MaRDI QIDQ2272098FDOQ2272098
A. Kukush, Hans Schneeweiss, A. Malenko
Publication date: 5 August 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.03.022
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nuisance parametermean-variance modelmeasurement error modeloptimality propertycorrected score estimatorquasi-score estimator
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)
Cites Work
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- Corrected score function for errors-in-variables models: Methodology and application to generalized linear models
- Unbiased estimation of a nonlinear function a normal mean with application to measurement err oorf models
- Measurement error in the generalised linear model
- Quasi score is more efficient than corrected score in a polynomial measurement error model
- Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models
- Comparing the efficiency of estimates in concrete errors-in-variables models under unknown nuisance parameters
Cited In (9)
- Optimality of quasi-score in the multivariate mean–variance model with an application to the zero-inflated Poisson model with measurement errors
- Convergence of estimators in the polynomial measurement error model
- Comparing the efficiency of estimates in concrete errors-in-variables models under unknown nuisance parameters
- Errors-in-variables beta regression models
- Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models
- Optimality of CS estimators in nonlinear errors-in-variables model when non-intercept terms are small
- On the Warnock-Halton quasi-standard error
- Quasi-Minimax Estimation in the Linear Model with Measurement Errors
- Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution
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