CONDITIONAL SCORES AND OPTIMAL SCORES FOR GENERALIZED LINEAR MEASUREMENT-ERROR MODELS Academic Article

abstract

• This paper studies estimation in generalized linear models in canonical form when the explanatory vector is measured with independent normal error. For the functional case, i.e. when the explanatory vectors are fixed constants, unbiased score functions are obtained by conditioning on certain sufficient statistics. This work generalizes results obtained by the authors (Stefanski & Carroll, 1985) for logistic regression. In the case that the explanatory vectors are independent and identically distributed with unknown distribution, efficient score functions are identified. Related results for the structural case are given by Bickel & Ritov (1987). 1987 Biometrika Trust.

authors

• Carroll, Raymond

published proceedings

• BIOMETRIKA

altmetric score

• 3.5

author list (cited authors)

• STEFANSKI, L. A., & CARROLL, R. J.

citation count

• 108

publication date

• December 1987

publisher

• Oxford University Press (OUP)  Publisher

keywords

• 38 Economics
• 3802 Econometrics
• 49 Mathematical Sciences
• 4905 Statistics

Digital Object Identifier (DOI)

• 10.1093/biomet/74.4.703

start page

• 703

end page

• 716

volume

• 74

issue

• 4

URL

• http%3A%2F%2Fdx.doi.org%2F10.1093%2Fbiomet%2F74.4.703