Instrumental variable method for regularized estimation in generalized linear measurement error models
Year of publication: |
2024
|
---|---|
Authors: | Xue, Lin ; Wang, Liqun |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 12.2024, 3, Art.-No. 21, p. 1-14
|
Subject: | consistency | generalized linear model | instrumental variable | measurement error | oracle property | penalized estimation | regularization method | variable selection | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error | IV-Schätzung | Instrumental variables |
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