ABREVAYA, Jason; HAUSMAN, Jerry A. - In: Annales d'Economie et de Statistique (1999) 55-56, pp. 243-275
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...