Generalized least squares estimation of the functional multivariate linear errors-in-variables model
type: Item
instance of: scholarly article
title: Generalized least squares estimation of the functional multivariate linear errors-in-variables model
zbMATH Open document ID: 0621.62055
DOI: 10.1016/0047-259X(86)90098-9
author: P. Fred Dahm
author: Wayne A. Fuller
published in: Journal of Multivariate Analysis
publication date: 1986-01-01T00:00:00Z
review text: The method of generalized least squares is applied to the sample matrix of mean squares and products to obtain estimators of the parameters of the functional multivariate linear errors-in-variables model. These estimators are shown to be consistent and asymptotically multivariate normal. Relationships between generalized least squares estimation of the functional model and of the structural model are demonstrated and it is shown that estimators constructed assuming normality of the x's are also appropriate for fixed x.
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62J99
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 4007487
zbMATH Keywords: functional relationships
zbMATH Keywords: measurement error model
zbMATH Keywords: structural relationship
zbMATH Keywords: generalized least squares
zbMATH Keywords: mean squares and products
zbMATH Keywords: functional multivariate linear errors-in-variables model
zbMATH Keywords: consistent
zbMATH Keywords: asymptotically multivariate normal
zbMATH Keywords: structural model
reviewed by: Hariharan K. Iyer
MaRDI profile type: Publication
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full work available at URL: 0047-259x(86)90098-9
OpenAlex ID: W1980966598
description: scientific article; zbMATH DE number 4007487