OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR
نویسندگان
چکیده
منابع مشابه
Statistical Inference When Classroom Quality is Measured With Error
A dramatic shift in research priorities has recently produced a large number of ambitious randomized trials in K-12 education. In most cases, the aim is to improve student academic learning by improving classroom instruction. Embedded in these studies are theories about how the quality of classroom must improve if these interventions are to succeed. The problem of measuring classroom quality th...
متن کاملSimple Error Detection Method
In any communication system, the received signal will differ from the transmitted signal due to various transmission impairments. For analog signals, these impairments introduce various random modifications that degrade signal quality. For digital signals, bit errors are introduced: A binary 1 is changed into a binary 0 and vice versa. Increase in data rate of a digital transmission system incr...
متن کاملInflation of Type I error rate in multiple re - gression when independent variables are measured with error
When independent variables are measured with error, ordinary least squares regression can yield parameter estimates that are biased and inconsistent. This paper documents an inflation of Type I error rate that can also occur. In addition to analytic results, a large-scale Monte Carlo study shows unacceptably high Type I error rates under circumstances that could easily be encountered in practic...
متن کاملEstimating the width of a uniform distribution when data are measured with additive normal errors with known variance
The problem of estimating the width of the symmetric uniform distribution on the line when data are measured with normal additive error is considered. The main purpose is to discuss the efficiency of the maximum likelihood estimator and the moment method estimator. It is shown that the model is regular and that the maximum likelihood estimator is more efficient than the moment method estimator....
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Financial Research
سال: 2011
ISSN: 0270-2592
DOI: 10.1111/j.1475-6803.2010.01284.x