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dc.contributor.supervisor Wang, Liqun (Statistics) en
dc.contributor.author Abarin, Taraneh
dc.date.accessioned 2009-01-21T15:17:56Z
dc.date.available 2009-01-21T15:17:56Z
dc.date.issued 2009-01-21T15:17:56Z
dc.identifier.citation Abarin, T. and Wang, L. (2009). Second-Order Least Squares Estimation of Censored Regression Models. J. STAT. Plan. Infer. 139, 125-135. en
dc.identifier.citation Abarin, T. and Wang, L. (2006). Comparison of GMM with Second-order Least Squares Estimation in Nonlinear Models. Far East J. Theo. Stat. 20 (2), 179 -- 196. en
dc.identifier.uri http://hdl.handle.net/1993/3126
dc.description.abstract This thesis studies the Second-order Least Squares (SLS) estimation method in regression models with and without measurement error. Applications of the methodology in general quasi-likelihood and variance function models, censored models, and linear and generalized linear models are examined and strong consistency and asymptotic normality are established. To overcome the numerical difficulties of minimizing an objective function that involves multiple integrals, a simulation-based SLS estimator is used and its asymptotic properties are studied. Finite sample performances of the estimators in all of the studied models are investigated through simulation studies. en
dc.format.extent 659093 bytes
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.rights info:eu-repo/semantics/openAccess
dc.subject Nonlinear regression en
dc.subject Censored regression model
dc.subject Generalized linear models
dc.subject Measurement error
dc.subject Consistency
dc.subject Asymptotic normality
dc.subject Least squares method
dc.subject Method of moments
dc.subject Heterogeneity
dc.subject Instrumental variable
dc.subject Simulation-based estimation
dc.title Second-order least squares estimation in regression models with application to measurement error problems en
dc.type info:eu-repo/semantics/doctoralThesis
dc.type doctoral thesis en_US
dc.degree.discipline Statistics en
dc.contributor.examiningcommittee John Brewster (Statistics), James Fu (Statistics), Gady Jacoby (Asper School of Business), Julie Zhou (Mathematics and Statistics, University of Victoria) en
dc.degree.level Doctor of Philosophy (Ph.D.) en
dc.description.note February 2009 en


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