Biometrika, 1993-12, Vol.80 (4), p.899-904
1993
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Details
- Autor(en) / Beteiligte
- Titel
- Likelihood analysis for probit regression with measurement errors
- Ist Teil von
- Biometrika, 1993-12, Vol.80 (4), p.899-904
- Ort / Verlag
- Oxford: Oxford University Press
- Erscheinungsjahr
- 1993
- Quelle
- Alma/SFX Local Collection
- Beschreibungen/Notizen
- SUMMARY Likelihood analysis is proposed for a probit regression model when one of the explanatory variables is measured with error and replicate measurements of that variable are available on some of the subjects. The distribution of the measurement error and of the unknown explanatory variable, conditional on the known variables, are both taken to be normal. The maximum likelihood estimates can be computed exactly with the EM algorithm. Likelihood ratio tests and confidence intervals can be computed with a Laplace approximation.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0006-3444eISSN: 1464-3510DOI: 10.1093/biomet/80.4.899Titel-ID: cdi_crossref_primary_10_1093_biomet_80_4_899
- Format
- –
- Schlagworte
- Analytical estimating, Approximation, Confidence interval, EM algorithm, Errors-in-variables, Exact sciences and technology, Generalized linear model, Inference, Linear inference, regression, Mathematics, Maximum likelihood estimators, Measurement error model, Preliminary estimates, Probability and statistics, Regression analysis, Sciences and techniques of general use, Statistical variance, Statistics, Structural model