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Instrumental Variable Estimation in Generalized Linear Measurement Error Models

 

作者: JeffreyS. Buzas,   LeonardA. Stefanski,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1996)
卷期: Volume 91, issue 435  

页码: 999-1006

 

ISSN:0162-1459

 

年代: 1996

 

DOI:10.1080/01621459.1996.10476970

 

出版商: Taylor & Francis Group

 

关键词: Estimating equations;Functional model;Logistic regression;Structural model

 

数据来源: Taylor

 

摘要:

Instrumental variable estimation in generalized linear measurement error models are studied. For models with canonical link functions, unbiased estimating equations are derived. The maximum likelihood estimator for the normal theory, structural linear instrumental variable model is shown to be a solution to the estimating equations derived herein. Logistic regression is studied in detail. An example is given and a simulation study described for the logistic model based on the Framingham Heart Study data.

 

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