Parametric identification of linear time-invariant (LTI) systems with output-error (OE) type of noise model structures has a well-established theoretical framework. Different algorithms, like instrumental-variables approaches or prediction error methods (PEMs), have been proposed in the literature to compute a consistent parameter estimate for linear OE systems. Although the prediction error me...

Six pulse oximeters with finger probes were studied in three groups of 17 hypoxemic patients with COPD aged 50 to 75 years. Transcutaneous arterial oxygen saturation (SpO2) was measured with the Nellcor N101 (oximeter 1a), the Ohmeda Biox III (oximeter lb), the Nellcor N200 (oximeter 2a), the Critikon Oxyshuttle (oximeter 2b), the Radiometer Oxi100 (oximeter 3a), and the Ohmeda Biox 3700 (oxime...

Terrestrial laser scanning (TLS) is one of the most promising surveying techniques for rockslope characterization and monitoring. Landslide and rockfall movements can be detected by means of comparison of sequential scans. One of the most pressing challenges of natural hazards is combined temporal and spatial prediction of rockfall. An outdoor experiment was performed to ascertain whether the T...

BACKGROUND Spatial epidemiology has been aided by advances in geographic information systems, remote sensing, global positioning systems and the development of new statistical methodologies specifically designed for such data. Given the growing popularity of these studies, we sought to review and analyze the types of spatial measurement errors commonly encountered during spatial epidemiological...

In this paper, the objective is to obtain an estimate of a particular module embedded in a dynamic network using noisy measurements of the internal variables. This is an extension of the errors-in-variables (EIV) framework to the case of dynamic networks. The consequence of measuring the variables with noise is that the prediction error identification methods no longer result in consistent esti...

Consistent instrumental variables (IV) estimation requires instruments uncorrelated with the model errors, but this assumption is usually both suspect and untestable. Here the asymptotic sampling distribution of the IV parameter estimator is derived for any specified instrument-error covariance vector. This result makes it possible to quantify the sensitivity of any particular IV inference resu...

The paper presents the method of moments estimation for generalized linear measurement error models using the instrumental variable approach. The measurement error has a parametric distribution that is not necessarily normal, while the distributions of the unobserved covariates are nonparametric. We also propose simulation-based estimators for the situation where the closed forms of the moments...

In this paper we survey methods to control for regression model error that is correlated within groups or clusters, but is uncorrelated across groups or clusters. Then failure to control for the clustering can lead to understatement of standard errors and overstatement of statistical signi cance, as emphasized most notably in empirical studies by Moulton (1990) and Bertrand, Du o and Mullainath...