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Author : Liqun Wang
Publisher :
ISBN 13 :
Total Pages : 27 pages
Book Rating : 4.:/5 (843 download)
Download or read book A Simulated Semiparametric Estimation of Nonlinear Errors-in-variables Models written by Liqun Wang and published by . This book was released on 1996 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Whitney K. Newey
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models written by Whitney K. Newey and published by . This book was released on 2003 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear regression with measurement error is important for estimation from microeconomic data. One approach to identification and estimation is a causal model, where the unobserved true variable is predicted by observable variables. This paper is about estimation of such a model using simulated moments and a flexible disturbance distribution. An estimator of the asymptotic variance is given for parametric models. Also, a semiparametric consistency results is given. The value of the estimator is demonstrated in a Monte Carlo study and an application to estimating Engle Curves.
Author : Yongming Qu
Publisher :
ISBN 13 :
Total Pages : 248 pages
Book Rating : 4.:/5 (517 download)
Download or read book Estimation for the Nonlinear Errors-in-variables Model written by Yongming Qu and published by . This book was released on 2002 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Estimation of the parameters of the functional nonlinear measurement error model is considered. A simulation bias adjusted (SIMBA) estimation procedure is presented. In the SIMBA procedure, internal Monte Carlo simulation based on the sample data is used to adjust a naive estimator, such as the ordinary least squares estimator, for bias. Let the measurement error variance [(Sigma symbol followed by superscript 2 over subscript un)] be a sequence depending on the sample size n, and assume [Sigma symbol followed by superscript 2 over subscript un] [right pointing arrow] 0 as n [right pointing arrow] [Infinity symbol]. Under some regularity conditions, the order in probability convergence rate for the SIMBA estimator is max [(Sigma symbol followed by superscript 4 over subscript un, n superscript -1/2)], while the order in probability convergence rate for the ordinary least squares estimator is max [(Sigma symbol followed by superscript 2 over subscript un, n superscript -1/2)]. Monte Carlo simulation is conducted to test the performance of SIMBA for four models: linear model, quadratic model, cosine model and logistic model. Monte Carlo simulation shows that the SIMBA estimation procedure outperforms or is comparable to methods such as simulation extrapolation, regression calibration and adjusted least squares. An example application of SIMBA estimation for the logistic regression model with errors in variables is given. In the example, the relation between minerals from dietary intake and the supplement use for people over 50 is studied. The data are from the two surveys: the Third National Health and Nutrition Examination Survey and the related Supplemental Nutrition Survey. One interesting result is that people whose dietary intake of minerals is high are more likely to take supplements.
Author : Cheng Hsiao
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Estimation of Structural Nonlinear Errors-in-Varibles Models by Simulated Least-Squares Method written by Cheng Hsiao and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This article proposes a simulation approach to obtain least-squares or generalized least-squares estimators of structural nonlinear errors-in-variables models. The proposed estimators are computationally attractive because they do not need numerical integration nor huge numbers of simulations per observable. In addition, the asymptotic covariance matrix of the estimator has a simple decomposition that may be used to guide selection of appropriate simulation sizes. The method is also useful for models with missing data or imperfect surrogate covariates, where application of conventional least-squares and maximum-likelihood methods is restricted by numerical multidimensional integrations.
Author : Raymond J. Carroll
Publisher : CRC Press
ISBN 13 : 1420010131
Total Pages : 484 pages
Book Rating : 4.4/5 (2 download)
Download or read book Measurement Error in Nonlinear Models written by Raymond J. Carroll and published by CRC Press. This book was released on 2006-06-21 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: It's been over a decade since the first edition of Measurement Error in Nonlinear Models splashed onto the scene, and research in the field has certainly not cooled in the interim. In fact, quite the opposite has occurred. As a result, Measurement Error in Nonlinear Models: A Modern Perspective, Second Edition has been revamped and ex
Author : Kirk M. Wolter
Publisher :
ISBN 13 :
Total Pages : 8 pages
Book Rating : 4.:/5 (17 download)
Download or read book Estimation of Nonlinear Errors-in-variables Models written by Kirk M. Wolter and published by . This book was released on 2002 with total page 8 pages. Available in PDF, EPUB and Kindle. Book excerpt: An estimator is presented for the coefficients of the quadratic functional relationship. The estimator is show to be asymptotically normally distributed as the sample size increases.
Author : Cheng Hsiao
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.:/5 (187 download)
Download or read book Consistent Estimation for Some Nonlinear Errors-in-variables Models written by Cheng Hsiao and published by . This book was released on 1988 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Cheng Hsiao
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (791 download)
Download or read book Estimation of Nonlinear Errors-in-variables Models written by Cheng Hsiao and published by . This book was released on 1996 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lung-Fei Lee
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (268 download)
Download or read book Consistent Estimation of Linear and Nonlinear Errors-in- Variables Models with Validation Information written by Lung-Fei Lee and published by . This book was released on 1992 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jason Abrevaya
Publisher :
ISBN 13 :
Total Pages : 91 pages
Book Rating : 4.:/5 (352 download)
Download or read book Semiparametric Estimation Methods for Nonlinear Panel Data Models and Mismeasured Dependent Variables written by Jason Abrevaya and published by . This book was released on 1996 with total page 91 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jerry A. Hausman
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.3/5 ( download)
Download or read book Semiparametric Identification and Estimation of Polynomial Errors- In-variables Models written by Jerry A. Hausman and published by . This book was released on 1986 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lung-Fei Lee
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.:/5 (268 download)
Download or read book Consistent Estimation of Linear and Nonlinear Errors-in- Variables Models with Validation Information written by Lung-Fei Lee and published by . This book was released on 1992 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Raymond J. Carroll
Publisher : CRC Press
ISBN 13 : 9780412047213
Total Pages : 334 pages
Book Rating : 4.0/5 (472 download)
Download or read book Measurement Error in Nonlinear Models written by Raymond J. Carroll and published by CRC Press. This book was released on 1995-07-06 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph provides an up-to-date discussion of analysis strategies for regression problems in which predictor variables are measured with errors. The analysis of nonlinear regression models includes generalized linear models, transform-both-sides models and quasilikelihood and variance function problems. The text concentrates on the general ideas and strategies of estimation and inference rather than being concerned with a specific problem. Measurement error occurs in many fields, such as biometry, epidemiology and economics. In particular, the book contains a large number of epidemiological examples. An outline of strategies for handling progressively more difficult problems is also provided.
Author : Grace Y. Yi
Publisher : CRC Press
ISBN 13 : 1351588591
Total Pages : 648 pages
Book Rating : 4.3/5 (515 download)
Download or read book Handbook of Measurement Error Models written by Grace Y. Yi and published by CRC Press. This book was released on 2021-09-28 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt: Measurement error arises ubiquitously in applications and has been of long-standing concern in a variety of fields, including medical research, epidemiological studies, economics, environmental studies, and survey research. While several research monographs are available to summarize methods and strategies of handling different measurement error problems, research in this area continues to attract extensive attention. The Handbook of Measurement Error Models provides overviews of various topics on measurement error problems. It collects carefully edited chapters concerning issues of measurement error and evolving statistical methods, with a good balance of methodology and applications. It is prepared for readers who wish to start research and gain insights into challenges, methods, and applications related to error-prone data. It also serves as a reference text on statistical methods and applications pertinent to measurement error models, for researchers and data analysts alike. Features: Provides an account of past development and modern advancement concerning measurement error problems Highlights the challenges induced by error-contaminated data Introduces off-the-shelf methods for mitigating deleterious impacts of measurement error Describes state-of-the-art strategies for conducting in-depth research
Author : Daniela Elena Cojocaru
Publisher :
ISBN 13 :
Total Pages : 158 pages
Book Rating : 4.:/5 (572 download)
Download or read book A Strategy for Parameter Estimation in the Nonlinear Errors in Variables Model written by Daniela Elena Cojocaru and published by . This book was released on 2004 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jeffrey Racine
Publisher : Oxford University Press
ISBN 13 : 0199857946
Total Pages : 562 pages
Book Rating : 4.1/5 (998 download)
Download or read book The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics written by Jeffrey Racine and published by Oxford University Press. This book was released on 2014-04 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.
Author :
Publisher :
ISBN 13 :
Total Pages : 112 pages
Book Rating : 4.:/5 (45 download)
Download or read book Journal of Econometrics written by and published by . This book was released on 2002 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt:
