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On the bias of structural estimation methods in a polynomial regression with measurement error when the distribution of the latent covariate is misspecidied
Schneeweiß, Hans; Cheng, Chi-Lun; Wolf, Roland - In: Contributions to modern econometrics : from data …, (pp. 209-222). 2002
Persistent link: https://www.econbiz.de/10001905308
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The invariance of some score tests in the linear model with classical measurement error
Cheng, Chi-lun; Tsai, Chih-ling - In: Journal of the American Statistical Association : JASA 99 (2004) 467, pp. 805-809
Persistent link: https://www.econbiz.de/10002242306
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Bias of the quasi score estimator of a measurement error model under misspecification of the regressor distribution
Schneeweiß, Hans (contributor); Cheng, Chi-Lun (contributor) - 2003
In a structural error model the structural quasi score (SQS) estimator is based on the distribution of the latent regressor variable. If this distribution is misspecified the SQS estimator is (asymptotically) biased. Two types of misspecification are considered. Both assume that the statistician...
Persistent link: https://www.econbiz.de/10002719769