Variable Selection in Measurement Error Models

• Published in: Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability Vol. 16; no. 1; p. 274
• Main Authors: Ma, Yanyuan, Li, Runze
• Format: Journal Article
• Language: English
• Published: England 01.02.2010

Measurement error data or errors-in-variable data are often collected in many studies. Natural criterion functions are often unavailable for general functional measurement error models due to the lack of information on the distribution of the unobservable covariates. Typically, the parameter estimat...