Regressions with Berkson errors in covariates -- a nonparametric approach
From MaRDI portal
Publication:367002
DOI10.1214/13-AOS1122zbMath1292.62061arXiv1308.2836MaRDI QIDQ367002
Publication date: 25 September 2013
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.2836
errors in variables; instrumental variables; nonparametric inference; nonparametric maximum likelihood; Berkson measurement error
Related Items
Performance of Wald-type estimator for parametric component in partial linear regression with a mixture of Berkson and classical error models, Maximum entropy in the mean methods in propensity score matching for interval and noisy data, Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity, Unnamed Item, Minimum distance partial linear regression model checking with Berkson measurement errors, Regressions with Berkson errors in covariates -- a nonparametric approach, Identification of mixture models using support variations, Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors, Simultaneous inference for Berkson errors-in-variables regression under fixed design, Minimum distance model checking in Berkson measurement error models with validation data, The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics, A minimum projected-distance test for parametric single-index Berkson models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Semi-Nonparametric Maximum Likelihood Estimation
- Regressions with Berkson errors in covariates -- a nonparametric approach
- Bootstrapping general empirical measures
- Identification and estimation of polynomial errors-in-variables models
- Nonparametric estimation of the measurement error model using multiple indicators.
- Nonparametric regression with errors in variables
- Nonlinear errors in variables estimation of some Engel curves
- Convergence rates and asymptotic normality for series estimators
- On methods of sieves and penalization
- Robust and consistent estimation of nonlinear errors-in-variables models
- Estimation of nonlinear models with Berkson measurement errors
- ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS
- Semiparametric Regression Modeling with Mixtures of Berkson and Classical Error, with Application to Fallout from the Nevada Test Site
- Normal Approximation and Asymptotic Expansions
- Nonparametric Methods for Solving the Berkson Errors-in-Variables Problem
- Identification and Estimation of Regression Models with Misclassification
- Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
- A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models
- Instrumental Variable Treatment of Nonclassical Measurement Error Models
- Instrumental Variable Estimation of Nonparametric Models
- Estimation of Nonlinear Models with Measurement Error
- Measurement Error in Nonlinear Models
- A Simplex Method for Function Minimization
- Are There Two Regressions?
- Identification and estimation of nonlinear models using two samples with nonclassical measurement errors