Data/hora: 09/06/2024 08:38:36

Provedor de dados: 	31	
País: 	United States	
Título: 	Variance estimation for the instrumental variables approach to measurement error in generalized linear models	
Autores: 	Hardin,   James W.; Carroll,   Raymond J.	
Data: 	2011-10-04	
Ano: 	2003	
Palavras-chave: 	Sandwich estimate of variance; Measurement error; White's estimator; Robust variance; Generalized linear models; Instrumental variables; Research Methods/ Statistical Methods.	
Resumo: 	This paper derives and gives explicit formulas for a derived sandwich variance estimate. This variance estimate is appropriate for generalized linear additive measurement error models fitted using instrumental variables. We also generalize the known results for linear regression. As such, this article explains the theoretical justification for the sandwich estimate of variance utilized in the software for measurement error developed under the Small Business Innovation Research Grant (SBIR) by StataCorp. The results admit estimation of variance matrices for measurement error models where there is an instrument for the unknown covariate.	
Tipo: 	Journal Article	
Idioma: 	Inglês	
Identificador: 	st0048

http://purl.umn.edu/116177	
Relação: 	Stata Journal&gt;Volume 3, Number 4, 4th Quarter 2003	
Formato: 	9