Instrumental Variable Estimation of the Simple Errors-in-Variables Model

DOI10.2307/2287670zbMATH Open0459.62053OpenAlexW4253016758MaRDI QIDQ3909855FDOQ3909855

Randy L. Carter, Wayne A. Fuller

Publication date: 1980

Full work available at URL: https://lib.dr.iastate.edu/rtd/5732

zbMATH Keywords

maximum likelihoodmeasurement errorerrors-in-variables modelinstrumental variable estimationstructural modelfunctional relationshiprandomly weighted average estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20)

Cited In (8)

• Statistical calibration of qRT-PCR, microarray and RNA-Seq gene expression data with measurement error models
• A combined estimator in the simple errors-in-variables model
• Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors
• Consistent estimation for some nonlinear errors-in-variables models
• Instrumental variable estimator for the nonlinear errors-in-variables model
• Two-stage intrumental variable estimators for the nonlinear errors-in- variables model
• Estimation of spatial autoregressive models with covariate measurement errors
• An overview of normal theory structural measurement error models

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