Robust estimation of generalized linear models with measurement errors.

DOI10.1016/S0304-4076(03)00134-9MaRDI QIDQ1421312zbMATH OpenFDO

Authors Cheng Hsiao, Tong Li

Publication date 26 January 2004

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0304-4076(03)00134-9

zbMATH Keywords

ConsistencyEmpirical characteristic functionReplicate measurementsSemiparametric asymptotically corrected likelihood estimator

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Density estimation (62G07) Generalized linear models (logistic models) (62J12)

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Cites work

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Cited in

(28)

• Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models
• On deconvolution with repeated measurements
• A flexible model for generalized linear regression with measurement error
• Robust inference in an heteroscedastic measurement error model
• M-estimator of a generalized linear model with measurement errors
• Corrected T(q)-likelihood estimator in a generalized linear structural regression model with measurement errors
• Correcting data for measurement error in generalized linear models
• Measurement error in the generalised linear model
• Covariate measurement error in generalized linear models
• A revisit to correlation analysis for distortion measurement error data
• Instrumental variable approach to covariate measurement error in generalized linear models
• scientific article; zbMATH DE number 1086062 (Why is no real title available?)
• Generalized Linear Measurement-Error Models with Multivariate t-Measurement Error
• On the uniform convergence of deconvolution estimators from repeated measurements
• Linear mode regression with covariate measurement error
• Parametric simultaneous robust inferences for regression coefficient under generalized linear models
• Well-posedness of measurement error models for self-reported data
• Measurement error models with a general class of error distribution
• Latent-model robustness in structural measurement error models
• Binary choice with misclassification and social interactions, with an application to peer effects in attitude
• Sequential estimation in generalized linear models when covariates are subject to errors
• Robust transfer learning under generalized linear errors-in-variables models
• Jackknife empirical likelihood for the correlation coefficient with multiplicative distortion measurement errors
• Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems
• Corrected empirical likelihood for a class of generalized linear measurement error models
• Robust inference strategy in the presence of measurement error
• Online calibration via variable length computerized adaptive testing
• Methodology and convergence rates for functional linear regression

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