A note on corrected-score estimation

J. S. Buzas and L. A. Stefanski

Statistics & Probability Letters, 1996, vol. 28, issue 1, 1-8

Abstract: We extend the scope of the corrected-score method studied by Nakamura (1990) and Stefanski (1989) to a large class of generalized linear measurement error models. Example applications to rare-event logistic regression and extreme-value binary regression are presented.

Keywords: Bernoulli; number; Extreme-value; distribution; Generalized; linear; model; Logistic; regression; Measurement; error; Unbiased; score (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (7)

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