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二元回归测量误差模型中的工具变量估计

Instrumental Variable Estimation in Binary Regression Measurement Error Models

Journal of the American Statistical Association · 1995
被引 8
ABS 4

中文导读

本文提出了两种在二元回归测量误差模型中进行工具变量估计的方法,通过构建近似均值模型并利用回归参数关系来获得估计量,对处理测量误差问题的研究者有参考价值。

Abstract

Abstract We describe two approaches to instrumental variable estimation in binary regression measurement error models. The methods entail constructing approximate mean models for the binary response as a function of the measured predictor, the instrument, and any covariates in the model. Estimates are obtained by exploiting relationships between regression parameters, just as in linear instrumental variable estimation. In the course of deriving the approximate mean models, we obtain an alternative characterization of instrumental variable estimation in linear measurement error models.

计量经济学测量误差模型工具变量二元回归