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Adjustment Coefficient for Risk Processes in Some Dependent Contexts

✍ Scribed by Hélène Cossette; Etienne Marceau; Véronique Maume-Deschamps

Book ID
106457409
Publisher
Springer US
Year
2010
Tongue
English
Weight
489 KB
Volume
13
Category
Article
ISSN
1387-5841

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✍ Liqun Wang 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 98 KB

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 correspond