A note on corrected-score estimation

We extend the scope of the corrected-score method studied by Nakamura (1990) and Stefanski (1989) to a large class of generalized linear measurement error models. Example applications to rare-event logistic regression and extreme-value binary regression are presented.

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Year of publication:	1996
Authors:	Buzas, J. S. ; Stefanski, L. A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 28.1996, 1, p. 1-8
Publisher:	Elsevier
Keywords:	Bernoulli number Extreme-value distribution Generalized linear model Logistic regression Measurement error Unbiased score

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254135