Regression Model With Ordinal Predictor Subject To Measurement Error
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION(2005)
摘要
We consider estimation of gamma and beta in the model y = z(T)gamma + xi beta +epsilon where xi is an ordinal predictor measured with error. Our method requires an auxiliary sample for information about the measurement error distribution. The estimates are shown to be consistent and asymptotically normal, and seem to perform well in samples of moderate size.
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关键词
auxiliary sample, categorical measurement error, two-stage estimation
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