Abstract
We study errors-in-variables problems when the response is binary and instrumental variables are available. We construct consistent estimators through taking advantage of the prediction relation between the unobservable variables and the instruments. The asymptotic properties of the new estimator are established and illustrated through simulation studies. We also demonstrate that the method can be readily generalized to generalized linear models and beyond. The usefulness of the method is illustrated through a real data example.
Original language | English (US) |
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Pages (from-to) | 104-117 |
Number of pages | 14 |
Journal | Scandinavian Journal of Statistics |
Volume | 42 |
Issue number | 1 |
DOIs | |
State | Published - Mar 1 2015 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty