Regressor diagnostics for the classical errors-in-variables model
DOI10.1016/0304-4076(88)90004-8zbMATH Open0692.62058OpenAlexW2066954221MaRDI QIDQ583779FDOQ583779
Authors: Steven Klepper 
Publication date: 1988
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(88)90004-8
Recommendations
- Estimation in a linear errors-in-variables model under a mixture of classical and Berkson errors
- scientific article; zbMATH DE number 3951827
- Estimation of linear regression models with mixed measurement errors
- Diagnostic measures for linear mixed measurement error models
- Influence analysis for linear measurement error models
Algorithmserrors-in-variables modelproxy variablesmixed linear modeldiagnosticslarge-sample- propertiessensitivity of regression coefficient estimates to measurement errors
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Applications of statistics to economics (62P20)
Cites Work
- Consistent Sets of Estimates for Regressions with Errors in All Variables
- Bounding the effects of measurement error in regressions involving dichotomous variables
- Errors in Variables in Linear Systems
- Constraints Often Overlooked in Analyses of Simultaneous Equation Models
- Regressor diagnostics for the classical errors-in-variables model
- Title not available (Why is that?)
- Identification in the Linear Errors in Variables Model
- Extending the Classical Normal Errors-in-Variables Model
Cited In (10)
- Descriptive tests for the identification of outliers in the errors in variables linear model
- Bounding parameters in a linear regression model with a mismeasured regressor using additional information
- Regressor diagnostics for the classical errors-in-variables model
- Bounding the effects of measurement error in regressions involving dichotomous variables
- Bayesian moment-based inference in a regression model with misclassification error
- On the robustness of coefficient estimates to the inclusion of proxy variables
- Measurement Error Without the Proxy Exclusion Restriction
- Recovered errors and normal diagnostics in regression
- Measurement error in multiple equations: Tobin's \(q\) and corporate investment, saving, and debt
- Bayesian estimation and testing of structural equation models
This page was built for publication: Regressor diagnostics for the classical errors-in-variables model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q583779)
