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Instrumental variable estimation in generalized linear measurement error models. (English) Zbl 0882.62058

Summary: Instrumental variable estimation in generalized linear measurement error models are studied. For models with canonical link functions, unbiased estimating equations are derived. The maximum likelihood estimator for the normal theory, structural linear instrumental variable model is shown to be a solution to the estimating equations derived herein. Logistic regression is studied in detail. An example is given and a simulation study described for the logistic model based on the Framingham Heart Study data.

MSC:

62J12 Generalized linear models (logistic models)
62H12 Estimation in multivariate analysis