Estimation of Regression Coefficients in a Restricted Measurement Error Model Using Instrumental Variables
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چکیده
This article may be used for research, teaching and private study purposes. Any substantial or systematic reproduction, redistribution , reselling , loan, sub-licensing, systematic supply or distribution in any form to anyone is expressly forbidden. The publisher does not give any warranty express or implied or make any representation that the contents will be complete or accurate or up to date. The accuracy of any instructions, formulae and drug doses should be independently verified with primary sources. The publisher shall not be liable for any loss, actions, claims, proceedings, demand or costs or damages whatsoever or howsoever caused arising directly or indirectly in connection with or arising out of the use of this material. The use of instrumental variable approach is extended in measurement error models to the case when regression coefficients are subjected to exact linear restrictions. Some consistent estimators of regression coefficients are obtained which satisfy the restrictions also. We do not make any assumption the distribution of measurement errors and they need not to have necessarily a normal distribution. The asymptotic properties of the estimators are studied. A simulation study is simultaneously conducted to investigate the finite sample properties and compare the efficiencies of the proposed estimators.
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