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Year of publication
Subject
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White's estimator 1 generalized linear models 1 instrumental variables 1 measurement error 1 robust variance 1 sandwich estimate of variance 1
Online availability
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Free 1
Type of publication
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Article 1
Language
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English 1
Author
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Carroll, Raymond J. 1 Hardin, James W. 1
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Stata Journal 1
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RePEc 1
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Variance estimation for the instrumental variables approach to measurement error in generalized linear models
Hardin, James W.; Carroll, Raymond J. - In: Stata Journal 3 (2003) 4, pp. 342-350
This paper derives and gives explicit formulas for a derived sandwich variance estimate. This variance estimate is appropriate for generalized linear additive measurement error models fitted using instrumental variables. We also generalize the known results for linear regression. As such, this...
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