Covariate Measurement Error in Quadratic Regression

• Published in: International statistical review Vol. 71; no. 1; pp. 131 - 150
• Main Authors: Kuha, Jouni, Temple, Jonathan
• Format: Journal Article
• Language: English
• Published: Oxford, UK Blackwell Publishing Ltd 01.04.2003; International Statistical Institute
• Subjects: Calibration; Consistent estimators; Corrected score; Economic models; Errors-in-variables; Estimation methods; Estimators; Income inequality; Kuznets curve; Linear regression; Method of moments; Point estimators; Regression analysis; Regression calibration; Statistical variance

We consider quadratic regression models where the explanatory variable is measured with error. The effect of classical measurement error is to flatten the curvature of the estimated function. The effect on the observed turning point depends on the location of the true turning point relative to the p...