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Measurement Error Analysis from Independent to Longitudinal Setup Read chapter Read first chapter

2013 | OriginalPaper | Chapter

Measurement Error in Dynamic Models

Author : John P. Buonaccorsi

Published in: ISS-2012 Proceedings Volume On Longitudinal Data Analysis Subject to Measurement Errors, Missing Values, and/or Outliers

Publisher: Springer New York

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Abstract

Many time series contain measurement (often sampling) error and the problem of assessing the impacts of such errors and accounting for them has been receiving increasing attention of late. This paper provides a survey of this problem with an emphasis on estimating the coefficients of the underlying dynamic model, primarily in the context of fitting linear and nonlinear autoregressive models. An overview is provided of the biases induced by ignoring the measurement error and of methods that have been proposed to correct for it, and remaining inferential challenges are outlined.

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previous chapter Bias Reduction in Logistic Regression with Estimated Variance Predictors
next chapter Measurement Error in the Linear Dynamic Panel Data Model
Appendix
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Metadata
Title
Measurement Error in Dynamic Models
Author
John P. Buonaccorsi
Copyright Year
2013
Publisher
Springer New York
Book
ISS-2012 Proceedings Volume On Longitudinal Data Analysis Subject to Measurement Errors, Missing Values, and/or Outliers

Print ISBN: 978-1-4614-6870-7

Electronic ISBN: 978-1-4614-6871-4

Copyright Year: 2013

DOI
https://doi.org/10.1007/978-1-4614-6871-4_3

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