Extending the Classical Normal Errors-in-Variables Model

DOI10.2307/1912823zbMath0465.62108OpenAlexW2023176773MaRDI QIDQ3917405

Steven Klepper, Steven Garber

Publication date: 1980

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912823

zbMATH Keywords

least-squares estimatesinconsistenciesnormal errors-in-variables model

Mathematics Subject Classification ID

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

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Vector attenuation bias in the classical errors-in-variables model ⋮ A predictive demand model for systems planning, using noisy realization theory ⋮ Proxies versus omitted variables in regression analysis ⋮ Bounding the effects of measurement error in regressions involving dichotomous variables ⋮ On the use of better measured proxies in regression analysis ⋮ A note on bias from proxy variables with systematic errors ⋮ Multiple capital inputs, \(Q\), and investment spending ⋮ Regressor diagnostics for the classical errors-in-variables model

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