Estimation of Nonlinear Models with Measurement Error

By Susanne M. Schennach. 2004

272 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/8ee62eb95e50dd7f0206d7a56ee712e634a26993

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Control and Systems Engineering

In Statistics and Probability

Citations in the corpus

Econometric Evaluation of Social Programs, Part II: Using the Marginal Treatment Effect to Organize Alternative Econometric Estimators to Evaluate Social Programs, and to Forecast their Effects in New Environments (2007, background): “We can condition on X,Q, Z. 5096 J.J. Heckman and E.J. Vytlacil and Matzkin (2003), Schennach (2004) and Hu and Schennach (2006) establish identification in nonlinear models of the form (11.2).190 The key to identification is multiple, but imperfect (because of εj ), measurements on θ from the Yj ,…”
SOME EXTENSIONS OF A LEMMA OF KOTLARSKI (2012, methodology): “Thus, the original result of Kotlarski (1967) as well as the lemmas of Li and Vuong (1998), Schennach (2004), and Evdokimov (2008) do not apply, yet our Lemma 1 does guarantee identification.”
Local indirect least squares and average marginal effects in nonseparable structural systems (2012, methodology): “Z; and E [V jZ;U2] = E [V jZ] : Assumption 4.3 Z1 = Z + U1 and Z2 = Z + U2: We now show that gV; can be de ned solely in terms of the joint distribution of V;Z1; and Z2: This generalizes Schennach (2004b), which focused on the = 0 case.”
Measurement of Higher Education in the Census and Current Population Survey (2003, background): “Hausman, Ichimura, Newey, and Powell (1991), Hausman, Newey, and Powell (1995), Lewbel (1998), Wall and Amemiya (2000), and Schennach (2000) examined nonlinear models with measurement error in which the distribution of the measurement error is unknown.”
On deconvolution with repeated measurements (2008, unknown): “Recent, related research in the regression setting, and in the econometrics literature, includes that of Li (2002), Li and Hsiao (2004) and Schennach (2004a, 2004b), who demonstrated that replications can be used to good effect in regression problems with measurement error.”
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects (2008, unknown): “Example 1: Recent works on nonlinear but classical measurement error models include Hausman, Ichimura, Newey, and Powell (1991), Hausman, Newey, and Powell (1995), Newey (2001), Hsiao and Wang (1995), Li (2002) and Schennach (2004).”
Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information (2012, background): “010 Hu &Schennach (2008) 0.”
Measurement Error Models with Auxiliary Data (2005, unknown): “Li (2002) and Schennach (2004) presented methods”