Likelihood Analysis for Probit Regression with Measurement Errors
含测量误差的 Probit 回归似然分析
Likelihood analysis is proposed for a probit regression model when one of the explanatory variables is measured with error and replicate measurements of that variable are available on some of the subjects. The distribution of the measurement error and of the unknown explanatory variable, conditional on the known variables, are both taken to be normal. The maximum likelihood estimates can be computed exactly with the EM algorithm. Likelihood ratio tests and confidence…