Instrumental Variable Estimation in Binary Regression Measurement Error Models

Abstract

Abstract Abstract We describe two approaches to instrumental variable estimation in binary regression measurement error models. The methods entail constructing approximate mean models for the binary response as a function of the measured predictor, the instrument, and any covariates in the model. Estimates are obtained by exploiting relationships between regression parameters, just as in linear instrumental variable estimation. In the course of deriving the approximate mean models, we obtain an alternative characterization of instrumental variable estimation in linear measurement error models. Key Words: Generalized linear modelsLogistic regressionMeasurement errorProbit regression