A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors

We consider a Poisson model, where the mean depends on certain
covariates in a log-linear way with unknown regression parameters.
Some or all of the covariates are measured with errors. The
covariates as well as the measurement errors are both jointly
normally distributed, and the error covariance matrix is supposed
to be known. Three consistent estimators of the parameters - the
corrected score, a structural, and the quasi-score estimators - are
compared to each other with regard to their relative (asymptotic)
efficiencies. The paper extends an earlier result for a scalar
covariate.