摘要 :
We consider an errors-in-variables nonlinear structural model where thedensity of the response belongs to the exponential family. We estimate regressionparameters and the dispersion parameter as well as parameters of the hidden va...
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We consider an errors-in-variables nonlinear structural model where thedensity of the response belongs to the exponential family. We estimate regressionparameters and the dispersion parameter as well as parameters of the hidden variable.Following the modified quasi-likelihood method we construct a joint estimator thathas the minimal asymptotic covariance matrix in a wide class of estimators. Thepolynomial and gamma models are studied in more detail.
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