Bias and mean squared error of the slope estimator in a regression with not necessarily normal errors in both variables

DOI10.1007/BF02926425zbMath0825.62590OpenAlexW2091850751MaRDI QIDQ1342773

V. Pereyra

Publication date: 6 February 1995

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02926425

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (2)

Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation ⋮ Unbiased estimates for moments and cumulants in linear regression

Cites Work

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• Properties of the mixed regression estimator when disturbances are not necessarily normal
• Least Squares and Grouping Method Estimators in the Errors in Variables Model

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