Regressor diagnostics for the classical errors-in-variables model

DOI10.1016/0304-4076(88)90004-8MaRDI QIDQ583779zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Algorithmserrors-in-variables modelproxy variablesmixed linear modeldiagnosticslarge-sample- propertiessensitivity of regression coefficient estimates to measurement errors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3874459 (Why is no real title available?)
• Bounding the effects of measurement error in regressions involving dichotomous variables
• Consistent Sets of Estimates for Regressions with Errors in All Variables
• Constraints Often Overlooked in Analyses of Simultaneous Equation Models
• Errors in Variables in Linear Systems
• Extending the Classical Normal Errors-in-Variables Model
• Identification in the Linear Errors in Variables Model
• Regressor diagnostics for the classical errors-in-variables model

Cited in

(10)

• Bounding parameters in a linear regression model with a mismeasured regressor using additional information
• Descriptive tests for the identification of outliers in the errors in variables linear model
• 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

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