Similar Search Results

Bias of the quasi score estimator of a measurement error model under misspecification of the regressor distribution

Schneeweiss, Hans; Cheng, Chi-Lun - 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/10010266234

Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution

Schneeweiss, Hans; Cheng, Chi-Lun - In: Journal of Multivariate Analysis 97 (2006) 2, pp. 455-473

In a structural measurement 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...

Persistent link: https://www.econbiz.de/10005160383

A small sample estimator for a polynomial regression with errors in the variables

Cheng, Chi-Lun; Schneeweiss, Hans; Thamerus, Markus - In: Journal of the Royal Statistical Society Series B 62 (2000) 4, pp. 699-709

Persistent link: https://www.econbiz.de/10005658788

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

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

Persistent link: https://www.econbiz.de/10002719769