We study a generalized linear structural regression model with measurement errors. The dispersion parameter is assumed to be known. The corrected T (q) -likelihood estimator for the regression coefficients is constructed. In the case where q depends on the sample size and approaches 1 as the sample size infinitely increases, we establish sufficient conditions or the strong consistency and asymptotic normality of the estimator.
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 66, No. 12, pp. 1623–1639, December, 2014.
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Savchenko, A.V. Corrected T(q)-Likelihood Estimator in a Generalized Linear Structural Regression Model with Measurement Errors. Ukr Math J 66, 1823–1841 (2015). https://doi.org/10.1007/s11253-015-1054-8
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DOI: https://doi.org/10.1007/s11253-015-1054-8