Three estimators for the Poisson regression model with measurement errors
From MaRDI portal
Recommendations
- A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors
- scientific article; zbMATH DE number 5159106
- Poisson regression models with errors-in-variables: implication and treatment
- A simulation study of estimators for generalized linear measurement error models
- Modified maximum likelihood estimation in Poisson structural measurement error models
Cites work
- Corrected score function for errors-in-variables models: Methodology and application to generalized linear models
- scientific article; zbMATH DE number 4028648 (Why is no real title available?)
- scientific article; zbMATH DE number 1237531 (Why is no real title available?)
- scientific article; zbMATH DE number 1329164 (Why is no real title available?)
- scientific article; zbMATH DE number 1012992 (Why is no real title available?)
- scientific article; zbMATH DE number 918103 (Why is no real title available?)
- Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
- On the existence and uniqueness of the maximum likelihood estimates for certain generalized linear models
- Quasi-likelihood and its application. A general approach to optimal parameter estimation
- Relative efficiency of three estimators in a polynomial regression with measurement errors
- Unbiased estimation of a nonlinear function a normal mean with application to measurement err oorf models
Cited in
(16)- Poisson regression models with errors-in-variables: implication and treatment
- Alternative estimator for the parameters of a mixture of two binomial distributions
- A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors
- Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution
- The uniqueness of the quasi-likelihood estimator in the Poisson model with an error in the regressor
- Conditional estimators in exponential regression with errors in covariates
- Comparison of estimates in the Poisson regression model with measurement errors
- Modified maximum likelihood estimation in Poisson structural measurement error models
- Bayesian approach to errors-in-variables in count data regression models with departures from normality and overdispersion
- Locally efficient semiparametric estimators for a class of Poisson models with measurement error
- Optimality of quasi-score in the multivariate mean-variance model with an application to the zero-inflated Poisson model with measurement errors
- Split and combine simulation extrapolation algorithm to correct geocoding coarsening of built environment exposures
- An approximation of the corrected naive estimator for a Poisson regression model with a measurement error
- Tests for detecting overdispersion in models with measurement error in covariates
- Transfer learning for error-contaminated Poisson regression models
- Quasi score is more efficient than corrected score in a polynomial measurement error model
This page was built for publication: Three estimators for the Poisson regression model with measurement errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1884790)