This paper considers mismeasurement of the dependent variable in a general linear index model, which includes qualitative choice models, proportional and additive hazard models, and censored models as special cases. The monotone rank estimator of Cavanagh and Sherman [1998] is shown to be...

This paper considers estimation of a transformation model in which the transformed dependent variable is subject to classical measurement error. We consider cases in which the transformation function is known and unspecified. In special cases (e.g. log and square-root transformations),...