Second-order least squares estimation in regression models with application to measurement error problems

Second-order least squares estimation in regression models with application to measurement error problems

This thesis studies the Second-order Least Squares (SLS) estimation method in regression models with and without measurement error. Applications of the methodology in general quasi-likelihood and variance function models, censored models, and linear and generalized linear models are examined and str...

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Bibliographic Details
Main Author: Abarin, Taraneh
Other Authors: Wang, Liqun (Statistics)
Language:en_US
Published: 2009
Subjects:
Nonlinear regression
Censored regression model
Generalized linear models
Measurement error
Consistency
Asymptotic normality
Least squares method
Method of moments
Heterogeneity
Instrumental variable
Simulation-based estimation
Online Access:http://hdl.handle.net/1993/3126

Internet

http://hdl.handle.net/1993/3126

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