Generated regressors in linear and nonlinear models
β Scribed by Kishore Gawande
- Book ID
- 117332916
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 812 KB
- Volume
- 54
- Category
- Article
- ISSN
- 0165-1765
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## Abstract We consider the estimation of nonlinear models with mismeasured explanatory variables, when information on the marginal distribution of the true values of these variables is available. We derive a semiβparametric MLE that is shown to be $\sqrt{n}$ consistent and asymptotically normally