Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information

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 semi-parametric MLE that is is shown to be √ n consistent and asymptotically normally distributed. In a simulation experiment we find that the finite sample… (More)

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Cite this paper

@inproceedings{Hu2005EstimationON, title={Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information}, author={Yingyao Hu and Geert Ridder}, year={2005} }