La. Stefanski et Js. Buzas, INSTRUMENTAL VARIABLE ESTIMATION IN BINARY REGRESSION MEASUREMENT ERROR MODELS, Journal of the American Statistical Association, 90(430), 1995, pp. 541-550
We describe two approaches to instrumental variable estimation in bina
ry regression measurement error models. The methods entail constructin
g 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 alternat
ive characterization of instrumental variable estimation in linear mea
surement error models.