Identifiability of mean-reverting measurement error with instrumental variable

DOI10.1111/STAN.12025MaRDI QIDQ6668622zbMATH OpenFDO

Authors Qing Li

Publication date 22 January 2025

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/STAN.12025

zbMATH Keywords

identificationincomemean-reverting measurement error

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Linear inference, regression (62Jxx) Applications of statistics (62Pxx)

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Cites work

• Estimation of Nonlinear Models with Measurement Error
• Identification and estimation of polynomial errors-in-variables models
• Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
• Instrumental variable estimator for the nonlinear errors-in-variables model
• Instrumental Variable Treatment of Nonclassical Measurement Error Models
• Measurement error and latent variables in econometrics
• Measurement error in a single regressor
• Nonlinear errors in variables estimation of some Engel curves
• Restricting Regression Slopes in the Errors-in-Variables Model by Bounding the Error Correlation

Cited in

(1)

• Effects of categorization method, regression type, and variable distribution on the inflation of type-I error rate when categorizing a confounding variable

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