Consider the linear regression model Y = x theta + epsilon where Y denotes a vector of n observations on the dependent variable, x is a known matrix, theta is a vector of parameters to be estimated and epsilon is a random vector of uncorrelated errors. If X'X is nearly singular, that ...
Measurement error biases OLS results. When the measurement error variance in absolute or relative (reliability) form is known, adjustment is simple. We link the (known) estimators for these cases to GMM theory and provide simple derivations of their standard errors. Our focus is on the test ...
Errors in the Dependent Variable of Quantile Regression Models We study the consequences of measurement error in the dependent variable of random-coefficients models, focusing on the particular case of quantile regress... YPC Hausman - 《Econometrica》 被引量: 0发表: 2021年 Composite quantile regres...
This indicates that the bias we found in average Ellenberg indicator values cannot be explained by measurement errors or by regression to the mean. In the end, Smart & Scott, as we did, come to the conclusion that there is a bias present and that separate regression lines per vegetation ...
When the explanatory variable is measured with error, the estimated regression coefficient is biased usually towards zero. Motivated by the need to correct for this bias in analyses that combine data from a number of case-control studies of lung cancer risk associated with exposure to residential ...
Measurement errorEstimating equationGMMIn a linear mean regression setting with repeated measurement errors, we develop asymptotic properties of a naive estimator to better clarify the effects of these errors. We then construct a group of unbiased estimating equations with independent repetitions and make...
1 Our concern here is with the special problems due to measurement error in panel models . But to establish notation and remind the reader of results we will need in our treatment, we begin by reviewing the problem of measurement error in regression and correlation analysis....
Regression model checking with Berkson measurement errors This paper discusses asymptotically distribution free tests for the lack-of-fit of a parametric regression model in the Berkson measurement error model. Th... HL Koul,W Song - 《Journal of Statistical Planning & Inference》 被引量: 48发表...
Thus, this dissertation presents solutions to simultaneously control for both endogeneity and measurement error in general nonlinear regression models. Chapter one of this dissertation studies the identification and estimation of covariate-conditioned average marginal effects of endogenous regressors in ...
(2000). Contingency Theory and Moderated regression Analysis: The Effect of Measurement Level, Measurement Error and Non-Linear Relation. Serie Research Memoranda, Vol: 25 (2), pp.1-21... M Gelderman - 《Research Memoranda》 被引量: 1发表: 2000年 In Pursuit of Moderation: Nine Common Erro...