A simple adjustment for measurement errors in some limited dependent variable models

This paper proposes a simple method to adjust for measurement errors in estimations of many popular limited dependent variable models, e.g., the binary response model, the censored and the truncated regression models. The procedure is based on a simple correction of the estimators for the corresponding "error-free" models and is easy to be incorporated into the existing statistical computer packages. The extra computing cost is minimal.

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Year of publication:	2002
Authors:	Wang, Liqun
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 58.2002, 4, p. 427-433
Publisher:	Elsevier
Keywords:	Errors-in-variables Binary response model Censored data Truncated data

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

Persistent link: https://www.econbiz.de/10005074599