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CRANeiveMaRDI QIDQ62978

An Algorithm for Reducing Errors-in-Variable Bias in Simple and Multiple Linear Regressions

Mehmet Hakan Satman

Last update: 21 August 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 3.1.1, 1.0, 2.0, 2.1, 2.3, 3.1.0, 3.1.3

Performs a compact genetic algorithm search to reduce errors-in-variables bias in linear regression. The algorithm estimates the regression parameters with lower biases and higher variances but mean-square errors (MSEs) are reduced.





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