On the estimation of the linear relation when the error variances are known
نویسندگان
چکیده
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.AMonte-Carlo experiment is conducted to study the performance of these estimators in finite samples. © 2007 Elsevier B.V. All rights reserved.
منابع مشابه
On the Estimation of the Linear Relation when the Error Variances are known
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ورودعنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 52 شماره
صفحات -
تاریخ انتشار 2007