Abstract

Abstract We consider quasi-likelihood estimation with estimated parameters in the variance function when some of the predictors are measured with error. We review and extend four approaches to estimation in this problem, all of them based on small measurement error approximations. A taxonomy of the data sets likely to be available in measurement error studies is developed. An asymptotic theory based on this taxonomy is obtained and includes measurement error and Berkson error models as special cases.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.