Asymptotic variance-covariance matrices for the linear structural model

DOI10.1016/j.stamet.2010.12.002zbMath1213.62115OpenAlexW2033429272MaRDI QIDQ537289

Jonathan Gillard

Publication date: 19 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2010.12.002

zbMATH Keywords

measurement errorvariance-covariance matrixmethod of momentserrors in variables regression

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (1)

Method of Moments Estimation in Linear Regression with Errors in both Variables

Uses Software

• PROC NLMIXED

Cites Work

• A heteroscedastic structural errors-in-variables model with equation error
• Estimation of a structural linear regression model with a known reliability ratio
• Likelihood estimation of a simple linear regression model when both variables have error
• Flexible Parametric Measurement Error Models
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