Regressor diagnostics for the classical errors-in-variables model (Q583779): Difference between revisions
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The author introduces the mixed linear model \(y=\beta 'X^*+\mu\) where the ``proxy variables'' \(X=X^*+\epsilon\) are subject to the measurement errors. A series of diagnostics are developed to prove the sensitivity of regression coefficient estimates to measurement errors in each regressor (large-sample-properties of the classical errors-in-variables model). Algorithms to compute the diagnostics are provided, and an example is used for illustrations. | |||
Property / review text: The author introduces the mixed linear model \(y=\beta 'X^*+\mu\) where the ``proxy variables'' \(X=X^*+\epsilon\) are subject to the measurement errors. A series of diagnostics are developed to prove the sensitivity of regression coefficient estimates to measurement errors in each regressor (large-sample-properties of the classical errors-in-variables model). Algorithms to compute the diagnostics are provided, and an example is used for illustrations. / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62J05 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62J99 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 4133342 / rank | |||
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Property / zbMATH Keywords | |||
mixed linear model | |||
Property / zbMATH Keywords: mixed linear model / rank | |||
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Property / zbMATH Keywords | |||
proxy variables | |||
Property / zbMATH Keywords: proxy variables / rank | |||
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diagnostics | |||
Property / zbMATH Keywords: diagnostics / rank | |||
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sensitivity of regression coefficient estimates to measurement errors | |||
Property / zbMATH Keywords: sensitivity of regression coefficient estimates to measurement errors / rank | |||
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Property / zbMATH Keywords | |||
large-sample- properties | |||
Property / zbMATH Keywords: large-sample- properties / rank | |||
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Property / zbMATH Keywords | |||
errors-in-variables model | |||
Property / zbMATH Keywords: errors-in-variables model / rank | |||
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Algorithms | |||
Property / zbMATH Keywords: Algorithms / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Erik W. Grafarend / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0304-4076(88)90004-8 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2066954221 / rank | |||
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Property / cites work | |||
Property / cites work: Extending the Classical Normal Errors-in-Variables Model / rank | |||
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Property / cites work | |||
Property / cites work: Identification in the Linear Errors in Variables Model / rank | |||
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Property / cites work | |||
Property / cites work: Regressor diagnostics for the classical errors-in-variables model / rank | |||
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Property / cites work: Bounding the effects of measurement error in regressions involving dichotomous variables / rank | |||
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Property / cites work: Consistent Sets of Estimates for Regressions with Errors in All Variables / rank | |||
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Property / cites work: Q3339993 / rank | |||
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Property / cites work: Errors in Variables in Linear Systems / rank | |||
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Property / cites work: Constraints Often Overlooked in Analyses of Simultaneous Equation Models / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 13:07, 20 June 2024
scientific article
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English | Regressor diagnostics for the classical errors-in-variables model |
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Regressor diagnostics for the classical errors-in-variables model (English)
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1988
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The author introduces the mixed linear model \(y=\beta 'X^*+\mu\) where the ``proxy variables'' \(X=X^*+\epsilon\) are subject to the measurement errors. A series of diagnostics are developed to prove the sensitivity of regression coefficient estimates to measurement errors in each regressor (large-sample-properties of the classical errors-in-variables model). Algorithms to compute the diagnostics are provided, and an example is used for illustrations.
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mixed linear model
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proxy variables
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diagnostics
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sensitivity of regression coefficient estimates to measurement errors
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large-sample- properties
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errors-in-variables model
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Algorithms
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