Abstract
We present quasi-likelihood models for different regression problems when one of the explanatory variables is measured with heteroscedastic error. In order to derive models for the observed data the conditional mean and variance functions of the regression models are only expressed through functions of the observable covariates. The latent covariable is treated as a random variable that follows a normal distribution. Furthermore it is assumed that enough additional information is provided to estimate the individual measurement error variances, e.g. through replicated measurements of the fallible predictor variable. The discussion includes the polynomial regression model as well as the probit and logit model for binary data, the Poisson model for count data and ordinal regression models.
Item Type: | Paper |
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Faculties: | Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386 Special Research Fields > Special Research Field 386 |
Subjects: | 500 Science > 510 Mathematics |
URN: | urn:nbn:de:bvb:19-epub-1462-1 |
Language: | English |
Item ID: | 1462 |
Date Deposited: | 04. Apr 2007 |
Last Modified: | 04. Nov 2020, 12:45 |