Consistent moment estimators of regression coefficients in the presence of errors in variables

DOI10.1016/0304-4076(80)90032-9zbMath0459.62052OpenAlexW2045082385WikidataQ56675779 ScholiaQ56675779MaRDI QIDQ1152189

Manoranjan Pal

Publication date: 1980

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90032-9

zbMATH Keywords

errors in variablesasymptotic efficienciesconsistent moment estimators of regression coefficientslognormally distributed true regressorsnew estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

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Cites Work

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• The Fitting of Straight Lines When both Variables are Subject to Error
• Note on Consistent Estimates of the Linear Structural Relation Between Two Variables
• Identifiability of a Linear Relation between Variables Which Are Subject to Error
• Errors in Variables