Instrumental Variable Estimation in Binary Measurement Error Models
نویسنده
چکیده
J. S. Buzas Department of Statistics North Carolina State University Raleigh, NC 27695 We describe an approach to instrumental variable estimation in binary regression measurement error models. The method entails constructing an approximate mean model for the binary response as a function of the measured predictor, the instrument and any covariates in the model. Estimates are obtained by exploiting relationships between various regression parameters, just as in linear instrumental variable estimation. In the course of deriving the approximate mean model we present an alternative characterization of instrumental variable estimation in linear measurement error models.
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تاریخ انتشار 1992