On the polynomial structural relationship
- 1 September 2001
- journal article
- Published by Wiley in The Canadian Journal of Statistics / La Revue Canadienne de Statistique
- Vol. 29 (3) , 495-512
- https://doi.org/10.2307/3316043
Abstract
In estimating a linear measurement error model, extra information is generally needed to identify the model. Here the authors show that the polynomial structural model with errors in the endogenous and exogenous variables can be identified without any extra information if the degree is greater than one. They also show that a weighted least squares approach for the estimation of the parameters in the model leads to the same estimates as the solutions of a system of estimating equations.Keywords
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