The limiting distribution of least squares in an errors-in-variables regression model

DOI10.1214/aos/1176350262zbMath0623.62015OpenAlexW2024947628MaRDI QIDQ1091692

Paul P. Gallo, Leon Jay Gleser, Raymond J. Carroll

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350262

zbMATH Keywords

consistencyasymptotic normalitylinear combinationinstrumental variablesordinary least squares estimatorfunctional modelsstructural modelsobservable predictorsunobservable predictors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05)

Related Items (13)

Asymptotic properties of LS estimator in nonlinear functional EV models ⋮ Rank transformations when oovariables are measured with error or mismodelled ⋮ On choosing estimators'in a simple linear errors-in-variables model ⋮ On correcting measurement error in the persistence rate estimator ⋮ Linear model estimation errors with estimated design parameters ⋮ Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms ⋮ Consistent estimation in a linear regression problem with random errors in coefficients ⋮ Improvement of estimators in a linear regression problem with random errors in coefficients ⋮ Reverse attenuation in interaction terms due to covariate measurement error ⋮ On predicting the population total under regression models with measurement errors ⋮ An Empirical Comparison of Estimating Methods for the Ramberg–Osgood EIV Model ⋮ Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms ⋮ The asymptotic validity of the F-test in a two-stage least squares model

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