Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution

DOI10.1016/j.jmva.2005.03.010zbMath1085.62082OpenAlexW2089902344MaRDI QIDQ2489763

Hans Schneeweiss, Chi-Lun Cheng

Publication date: 28 April 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.03.010

zbMATH Keywords

RobustnessMisspecificationBiasMeasurement error modelQuasi-score estimatorMixture of multivariate normalsStructural case

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)

Related Items

Some recent advances in measurement error models and methods, Quasi score is more efficient than corrected score in a polynomial measurement error model

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