Improved estimation of the slope parameter in a linear ultrastructural model when measurement errors are not necessarily normal
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Publication:1362493
DOI10.1016/S0304-4076(96)01822-2zbMath0877.62106OpenAlexW2029800567MaRDI QIDQ1362493
Publication date: 12 August 1997
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(96)01822-2
measurement errorsultrastructural modellinear regression modelimmaculate estimatorstructural and functional form
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)
Related Items (5)
On the usefulness of knowledge of error variances in the consistent estimation of an unreplicated ultrastructural model ⋮ Consistent estimation of coefficients in measurement error models with replicated observations ⋮ Goodness of fit in restricted measurement error models ⋮ Immaculating the inconsistent estimator of slope parameter in measurement error model with replicated data ⋮ Use of prior information in the consistent estimation of regression coefficients in measurement error models
Cites Work
- The relevance of large sample properties of estimators for the errors-in-variables model:a monte carlo study
- The ultrastructural relation: A synthesis of the functional and structural relations
- The unreplicated ultrastructural relation: Large sample properties
- Large-sample theory for the linear structural relation
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