Wirtschafts- und Sozialstatistik (Kapitel 4)

Ergänzendes Material zur Vorlesung

Folien zur Vorlesung und Übungsblätter:
  • Folien (Teil 1)
  • Folien (Teil 2)
  • Folien (Teil 3)
  • Übungsblatt 6

    • Programme zur Vorlesung:
  • R-Programm zur Konsistenz
  • R-Programm zur Fehler-in-Variablen-Problematik
  • R-Programm zum Gesetz der großen Zahlen
  • Maple-File zum Thema: Messfehler in einem Regressor bei messfehlerfreier Kovariable
  • Maple-File zum Thema: Messfehler in zwei Regressoren

    Basisliteratur
    Cheng, C.-L., Van Ness, J. W.: Statistical Regression with Measurement Error, Arnold (Kendall's Library of Statistics, 6) (Hardcover).
    Fuller, W. A. (1987): Measurement Error Models, Wiley, wiederaufgelegt als Paperback 2006.
    T. Wansbeek, E. Meijer: Measurement Error and Latent Variables in Econometrics, Advanced Textbooks in Economics, Hardcover - Dec 1, 2000, North Holland.
    Carroll, RJ, Ruppert, D, Stefanski, LA und Crainiceanu, CM. (2006): Measurement Error in Nonlinear Models. A Modern Perspective, Chapman & Hall, Boca Raton. 2nd edition.
    Gustafson, P. (2004): Measurement Error and Misclassification in Statistics and Epidemiology. Impacts and Bayesian Correction, CRC Press, Boca Raton.
    Schneeweiss, H.,. Mittag, H. J. (1986): Lineare Modelle mit fehlerbehafteten Daten. Heidelberg: Physica-Verlag.
    Little, R.J.A, Rubin, D.B. (2002): Statistical Analysis with Missing Data, Zweite Auflage. Wiley, New York.
    Ergänzungsliteratur
    Heumann, C. (2004): Monte Carlo methods for missing data in generalized linear and generalized linear mixed model, Habilitation, Ludwig-Maximilians-Universität München.
    Küchenhoff, H, Mwalili, S.M., Lesaffre, E. (2006): A general method for dealing with misclassification in regression: The misclassification SIMEX, Biometrics 62, 85-96.
    Schneeweiß, H., Augustin, T. (2006): Some recent advances in measurement error models and methods, Allgemeines Statistisches Archiv - Journal of the German Statistical Association 90, 183-197; Nachdruck in: Hübler, O. & Frohn, J. (Hg.) (2006): Modern Econometric Analysis - Survey on Recent Developments. Springer, Berlin, 183-198.
    Torelli, N., Trivellato, U. (1993): Modelling inaccuracies in job-search duration data, Journal of Econometrics, 59, 187-211.
    Heitjan, D.F., Rubin, D.B. (1991): Ignorability and coarse data. Annals of Statistics 19, 2244-2253.
    Manski, C.F. (2003): Partial Identification of Probability Distributions, Springer.
    Zaffalon, M. (2005): Conservative rules for predictive inference with incomplete data,. In Cozman, F. G., Nau, R., Seidenfeld, T. (Eds), ISIPTA '05: Proceedings of the Fourth International Symposium on Imprecise Probabilities and Their Applications. SIPTA, Manno (Switzerland), pp. 406-415.