Measurement Errors in R
نویسندگان
چکیده
منابع مشابه
Behavior of R-Estimators under Measurement Errors
As was shown recently, the measurement errors in regressors affect only the power of the rank test, but not its critical region. Noting that, we study the effect of measurement errors on R-estimators in linear model. It is demonstrated that while an R-estimator admits a local asymptotic bias, its bias surprisingly depends only on the precision of measurements and does neither depend on the chos...
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ژورنال
عنوان ژورنال: The R Journal
سال: 2019
ISSN: 2073-4859
DOI: 10.32614/rj-2018-075