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Instrumental Variable Estimation in Binary Regression Measurement Error Models

 

作者: L.A. Stefanski,   J.S. Buzas,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1995)
卷期: Volume 90, issue 430  

页码: 541-550

 

ISSN:0162-1459

 

年代: 1995

 

DOI:10.1080/01621459.1995.10476546

 

出版商: Taylor & Francis Group

 

关键词: Generalized linear models;Logistic regression;Measurement error;Probit regression

 

数据来源: Taylor

 

摘要:

We describe two approaches to instrumental variable estimation in binary regression measurement error models. The methods entail constructing approximate mean models 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 regression parameters, just as in linear instrumental variable estimation. In the course of deriving the approximate mean models, we obtain an alternative characterization of instrumental variable estimation in linear measurement error models.

 

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