Consistent estimation of a regression with errors in the variables
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Publication:1231732
DOI10.1007/BF01902854zbMath0341.62051MaRDI QIDQ1231732
Publication date: 1976
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/186148
Related Items (30)
On choosing estimators'in a simple linear errors-in-variables model ⋮ A new property of Stein procedure in measurement error model ⋮ Regression with errors in variables: estimators based on third order moments ⋮ An alternative approach to estimation in the functional measurement error problem ⋮ Restricted estimation in multivariate measurement error regression model ⋮ A multivariate ultrastructural errors-in-variables model with equation error ⋮ Liu estimation approach to the measurement error models ⋮ R-estimation of the parameters of a multiple regression model with measurement errors ⋮ Coefficient of determination for multiple measurement error models ⋮ Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information ⋮ Errors-in-variables and the Box-Cox transformation ⋮ Weighted Stochastic Restricted Estimation in Linear Measurement Error Models ⋮ Mean squared error of James-Stein estimators for measurement error models ⋮ Errors in variables: consistent adjusted least squares (cals) estimation ⋮ Goodness of fit in restricted measurement error models ⋮ Improved estimation in multiple linear regression models with measurement error and general constraint ⋮ A Class of Estimators Using Auxiliary Information for Estimating Finite Population Variance in Presence of Measurement Errors ⋮ On the estimation of ratio and product of two population means using supplementary information in presence ⋮ Replicated measurement error model under exact linear restrictions ⋮ On the estimation of the linear relation when the error variances are known ⋮ Restricted regression estimation in measurement error models ⋮ Use of prior information in the consistent estimation of regression coefficients in measurement error models ⋮ Improved estimation in measurement error models through Stein rule procedure ⋮ Asymptotische Verteilungen einiger Schätzverfahren bei Trend und Fehlern in den Variablen. (Asymptotic distributions of some estimates in case of trend and errors in variables) ⋮ TESTING FOR RANDOM WALK AND STRUCTURAL BREAKS IN HEDGE FUNDS RETURNS ⋮ Subset selection using the total least squares approach in collinearity problems with errors in the variables ⋮ Improved estimation of regression parameters in measurement error models ⋮ Are robust estimation methods useful in the structural errors-in- variables model? ⋮ The occurrence of outliers in the explanatory variable considered in an errors-in-variables framework ⋮ The relevance of large sample properties of estimators for the errors-in-variables model:a monte carlo study
Cites Work
- The Fitting of Straight Lines When both Variables are Subject to Error
- On the Asymptotic Efficiency of Least Squares Estimators
- Errors of Measurement in Statistics
- Least Squares and Grouping Method Estimators in the Errors in Variables Model
- A Note on Estimation in Straight Line Regression When Both Variables are Subject to Error
- Comparing Conditional Means and Variances in a Regression Model with Measurement Errors of Known Variances
- The Fitting of Straight Lines When Both Variables are Subject to Error and the Ranks of the Means are Known
- On Estimating Precision of Measuring Instruments and Product Variability
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