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11

CSDA
2007

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On the estimation of the linear relation when the error variances are known

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On the estimation of the linear relation when the error variances are known

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The problem of consistent estimation in measurement error models in a linear relation with not necessarily normally distributed measurement errors is considered. Three possible estimators which are constructed as different combinations of the estimators arising from direct and inverse regression are considered. The efﬁciency properties of these three estimators are derived and the effect of non-normally distributed measurement errors is analyzed.A Monte-Carlo experiment is conducted to study the performance of these estimators in ﬁnite samples. © 2007 Elsevier B.V. All rights reserved.

H. Schneeweiss, H. Shalabh

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CSDA 2007 | Estimators | Measurement Error Models | Measurement Errors |

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Added	13 Dec 2010
Updated	13 Dec 2010
Type	Journal
Year	2007
Where	CSDA
Authors	H. Schneeweiss, H. Shalabh

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