The relevance of large sample properties of estimators for the errors-in-variables model:a monte carlo study

DOI10.1080/03610918208812280zbMath0493.62025OpenAlexW3139720051MaRDI QIDQ3956226

R. H. Ketellapper

Publication date: 1982

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918208812280

zbMATH Keywords

errors-in-variables modellarge sample properties of estimatorsmoments of asymptotic distributionssmall-sample applications

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Point estimation (62F10) Monte Carlo methods (65C05)

Related Items (4)

On choosing estimators'in a simple linear errors-in-variables model ⋮ Improved estimation of the slope parameter in a linear ultrastructural model when measurement errors are not necessarily normal ⋮ On the simple linear regression model with correlated measurement errors ⋮ Consistent estimation of regression parameters under replicated ultrastructural model with non-normal errors

Cites Work

• MSE dominance of least squares with errors-of-observation
• Consistent estimation of a regression with errors in the variables
• Econometric Estimators and the Edgeworth Approximation
• Relative Asymptotic Bias from Errors of Omission and Measurement
• A Note on the Use of Proxy Variables
• Unnamed Item

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