On the Asymptotic Bias of Wald-Type Estimators of a Straight Line when Both Variables are Subject to Error
From MaRDI portal
Publication:3965473
DOI10.2307/2526454zbMath0499.62099OpenAlexW2068665745MaRDI QIDQ3965473
Publication date: 1982
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2526454
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
Related Items (7)
Regression with errors in variables: estimators based on third order moments ⋮ Minimum distance estimation of the errors-in-variables model using linear cumulant equations ⋮ The relationship between the absolute deviation from a quantile and Gini's mean difference ⋮ Using Wald-type estimator to combat outliers and Berkson-type uncertainties with mixture distributions in linear regression models ⋮ Estimation in a linear multivariate measurement error model with a change point in the data ⋮ Performance of Wald-type estimator for parametric component in partial linear regression with a mixture of Berkson and classical error models ⋮ ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES
This page was built for publication: On the Asymptotic Bias of Wald-Type Estimators of a Straight Line when Both Variables are Subject to Error
