Correcting for measurement error in parametric duration models by quasi-likelihood

  title={Correcting for measurement error in parametric duration models by quasi-likelihood},
  author={Sonderforschungsbereich and Thomas R. Augustin},
In regression models for duration data it is usually implicitly assumed that all variables are measured and operationalized exactly If measurement error is present however but not taken into account parameter estimates may be severely biased The present paper studies measurement error corrected estimation in the context of a huge class of parametric duration models The proposed quasi likelihood based method easily allows as long as no censoring occurs to deal simultaneously with covariate… CONTINUE READING

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