Vector attenuation bias in the classical errors-in-variables model

DOI10.1016/0165-1765(95)00712-OzbMath0875.90171OpenAlexW2008080527MaRDI QIDQ1352219

Daniel B. Nelson

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(95)00712-o

zbMATH Keywords

Errors in variablesMultivariate normalReverse regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Generic consistency of the break-point estimators under specification errors in a multiple-break model ⋮ Estimating the fractionally integrated process in the presence of measurement errors

Uses Software

• GAUSS

Cites Work

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• Positive-definite matrices and their role in the study of the characteristic roots of general matrices
• Extending the Classical Normal Errors-in-Variables Model
• Errors in the Variables Bias in the Presence of Correctly Measured Variables

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