scientific article; zbMATH DE number 1329164

MaRDI QIDQ4257533zbMATH OpenFDO

Authors Markus Thamerus

Publication date 31 August 1999

zbMATH Keywords

explanatory variablesheteroscedastic errorquasi-likelihood modelsregression problems

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

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Cited in

(8)

• Three estimators for the Poisson regression model with measurement errors
• Relative efficiency of three estimators in a polynomial regression with measurement errors
• Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models
• A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors
• The uniqueness of the quasi-likelihood estimator in the Poisson model with an error in the regressor
• Exponential family non-linear models for categorical data with errors of observation
• Bayesian approach to errors-in-variables in count data regression models with departures from normality and overdispersion
• Quasi score is more efficient than corrected score in a polynomial measurement error model

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