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Erschienen in:
Measurement Error Analysis from Independent to Longitudinal Setup Kapitel lesen Erstes Kapitel lesen

2013 | OriginalPaper | Buchkapitel

Measurement Error in Dynamic Models

verfasst von : John P. Buonaccorsi

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

Verlag: 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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Vorheriges Kapitel Bias Reduction in Logistic Regression with Estimated Variance Predictors
Nächstes Kapitel Measurement Error in the Linear Dynamic Panel Data Model
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Metadaten
Titel
Measurement Error in Dynamic Models
verfasst von
John P. Buonaccorsi
Copyright-Jahr
2013
Verlag
Springer New York
Buch
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-Jahr: 2013

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