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A simple adjustment for measurement errors in some limited dependent variable models

✍ Scribed by Liqun Wang


Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
98 KB
Volume
58
Category
Article
ISSN
0167-7152

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✦ Synopsis


This paper proposes a simple method to adjust for measurement errors in estimations of many popular limited dependent variable models, e.g., the binary response model, the censored and the truncated regression models. The procedure is based on a simple correction of the estimators for the corresponding "error-free" models and is easy to be incorporated into the existing statistical computer packages. The extra computing cost is minimal.


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