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THE PROBIT REGRESSION MODEL WITH ERRORS-IN-VARIABLES
带有变量中误差的 Probit 回归模型

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Abstract:

In this paper the definition of the Probit regression (FV-Probit model) with errors-in-variables is given.The problem of identifiability of the model is discussed.And the parame-ters in the model are consistently estimated by correcting the quasimaximum-likelihood(QML) estimates for the parameters in an approximate Probit model.We have performed astochastic simulation.Finally,a medical example is given.

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