Abstract
In a conditional logistic regression model for panel data when independent variables are subject to measurement error, the usual estimator, obtained by a regression on the observed independent variables, is asymptotically biased. We introduce a bias-adjusted estimator, which is examined asymptotically under conditions that are appropriate when the measurement error is small but non-negligible.
Original language | English (US) |
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Pages (from-to) | 45-49 |
Number of pages | 5 |
Journal | Economics Letters |
Volume | 24 |
Issue number | 1 |
DOIs | |
State | Published - 1987 |
ASJC Scopus subject areas
- Finance
- Economics and Econometrics