Covariate Measurement Error in Quadratic Regression

DOI10.1111/J.1751-5823.2003.TB00189.XzbMATH Open1114.62370OpenAlexW2132343583WikidataQ128935458 ScholiaQ128935458MaRDI QIDQ4832046FDOQ4832046

Authors: Jouni Kuha, Jonathan Temple 

Publication date: 3 January 2005

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1751-5823.2003.tb00189.x

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zbMATH Keywords

Errors-in-variablesIncome inequalityMethod of momentsCorrected scoreKuznets curveRegression calibration

Mathematics Subject Classification ID

Linear inference, regression (62J99) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Simulation-Extrapolation Estimation in Parametric Measurement Error Models
• Measurement Error Models
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• Instrumental variable estimator for the nonlinear errors-in-variables model
• Nonlinear errors in variables estimation of some Engel curves
• Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D
• Polynomial Regression With Errors in the Variables
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• Polynomial Regression and Estimating Functions in the Presence of Multiplicative Measurement Error
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• Miscellanea. A modified estimating equation approach to correcting for measurement error in regression
• Polynomial measurement error modeling
• Corrected Score Estimation via Complex Variable Simulation Extrapolation
• Consistent estimation for some nonlinear errors-in-variables models
• A Small Sample Estimator for a Polynomial Regression with Errors in the Variables
• Instrumental Variable Estimation in Binary Regression Measurement Error Models
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Cited In (9)

• Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
• Moment conditions for the quadratic regression model with measurement error
• Quasi score is more efficient than corrected score in a polynomial measurement error model
• Some recent advances in measurement error models and methods
• Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models
• Relative efficiency of three estimators in a polynomial regression with measurement errors
• The Fed's monetary policy rule and U.S. Inflation: The case of asymmetric preferences
• Optimal designs for homoscedastic functional polynomial measurement error models
• Predictors with measurement error in mixtures of polynomial regressions

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